That code contains no commands to create a folder, or copy a file, or
move a file, or write to a file, and contains no "calls" to other
routines that might create the folder or file. So I'm a little
perplexed.

If you delete the files and that folder, are they created anew when
you run this code? What are the creation dates of the files? Is is
possible that another routine calls this macro, and that other routine
might perform the file/folder creation?

DaveO
Eschew obfuscation