I tried to reproduce the issue of deleting the *xlsm file. I can't find any issues. Seems like we need to look closer at how your export wizard file is created, the rest of the automation script and the xlsm file itself. Can you open up a support ticket? We can go into more detail from there.
Note: I see you are using a substituation drive. Does this map to shared network drive? If so, in this case we copy the xlsm file locally before exporting and then copy back. This process of copying may be taking a long time and be the cause of the "File in use" error. I believe we made some improvements to this in TDP 5.0. This version is not yet released but is available through Beta and is worth a quick try.
https://forums.toadworld.com/t/toad-data-point-5-0-beta-program/41277