Confirm the following:

1. you "Put a break point (or a Stop instruction) directly after this line (or its equivalent)"
2. That you left the yellow highlighting as it was (didn't stop the debugger).
3. That after 'adding' ?MyFileName you pressed Enter on the keyboard.

If you still get nothing, there is a problem with assigning a value to MyFileName.


Another way to check for a realistic filename is to forget all of the above and add a code line just after the line:
MyFileName = CurrentWB.Path & "\QBOUploads\" & Sheets("Analysis").Range("I1").Value & Format(Now(), "dd-mm-yyyy") & ".csv"

being:
MsgBox MyFileName

This will cause a message box to appear which will allow you to check the filename. Clicking the OK button on the message box will allow the code to continue.