I have exactly the same problem creating QueryTables dynamicaly.
First time the name is ok, next attemps will produce ***_1 or ***_2 if I
don't remove previous ones.
So the problem still the same if I manually remove Names and Connections.
It seems ike Excel keep the name in an other place.
I even tried that before adding my QueryTables :
For Each WSheet In ThisWorkbook.Worksheets
For Each QTable In WSheet.QueryTables
QTable.Delete
Next QTable
Next WSheet
For Each n In ThisWorkbook.Names
n.Delete
Next

I can't find out any solution.