Connectionstring to Sharepoint Excel file

Hi everyone! :wave: So I have some Excel file VBA code which connects to one of its own worksheets, and reads data from it using ADO (as if it were a database).

This works great if the file is opened from a local computer. Unfortunately, I went and placed it on a Sharepoint site. If using the check-out, download and edit file directly in Excel option from the Sharepoint site, well, this is what is returned for me to build a connectionstring from, and a general error message I get ...

Code:

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ThisWorkbook.Path
https://MyWebste.com/SomeSubFolders

?ThisWorkbook.Name
,DanaInfo=.abcdeF012345ghi678,SSL+MyWorkbookName.xls

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Quote:

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-2147467259 "cannot find object 'C:\Users\Me\Documents\https:\MyWebsite..."

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Is there a way round this please? Or is the only option for my users to download this file locally? Thanks! :D