That is the display after connecting via DDE.

The process I did was:

Mailing -> Select Recipients ->
Navigate and Select to Database ->
Select 'DDE' from the popup 'Confirm Data Source' ->
Navigate to a query with Access Visual Basic -> Click OK

At this point I can merge or preview the document and all the fields appear correct (including those with the visual basic code). I then ran your macro and the output is what I posted previously.

When I take that output and insert it into the mail-merge object's SQLStrings it will not access the fields that have access visual basic. I'm assuming because when I do this there's no DDE connection.

Ultimately the functionality I'm seeking (from a user perspective) is:
User hits 'Run' -> 'Confirm Data Source' pops up (or DDE is automatically selected, which it's not doing. -> Query is selected.

There is no connect string which outputs with your macro. It just says 'Mail Merge Connect String' and a blank line.