If I put the date of today, dd/mm/yy (26th June 2022), which in the USA is 06/26/2022, the macro does not work.

You cannot use slashes in a filename


https://docs.microsoft.com/en-us/win.../naming-a-file

Use any character in the current code page for a name, including Unicode characters and characters in the extended character set (128–255), except for the following:

  • The following reserved characters:
    • < (less than)
    • > (greater than)
    • : (colon)
    • " (double quote)
    • / (forward slash)
    • \ (backslash)
    • | (vertical bar or pipe)
    • ? (question mark)
    • * (asterisk)