@John_TN RE: Finally, I uninstalled Office 365 (64bit) and installed Office 365 (32bit). That appears to have resolved the problem - at least on the laptop for the export to generate the 940, 941, and W2s.

This makes perfect sense. The templates use a different connection interface when run with 32-bit and 64-bit Excel.  On your system, the 64-bit connection method isn't registered properly and so won't function. Somehow the 32-bit method is registered properly.