Data Connection Issue

I have created some code that imports a file selected by a user, performs some analysis, and then saves specified tabs into a new workbook. When the new workbook is opened a Data Connection Warning appears. I have checked the following and I am officially stumped:

1.) There are no connections listed within the Workbook Connections Window.
2.) There are no macros / code saved within the new workbook.
3.) I have run the following code and get no results.

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Somebody please help me before I go crazy trying to figure this out!