I have been able to create a data connection from Excel to SQL Server and execute many SQL queries successfully. But I cannot get any TSQL to work if it includes a temporary table. For example:
select * into #t from compass3.dbo.freq
select * from #t where freq_id>2
(Clearly there is no need to use #t in this case: I'm just giving the most simple example.) This work fine in SSMS but when executed via Excel I get the error message "We couldn't refresh the connection 'audbbicube'. The table 'ion Query1' may not exist."
In some other SO posts people suggested adding set nocount on, but that made no difference in this case.