okay, let's take this step by step.
1.) Why use nvarchar(max) for a server name?   That isn't likely to be anywhere near 100 characters, much less 2 billion (max size of the max version of varchar or nvarchar).  This is wasteful.
2.) You'll need to verify that none of these job steps are trying to run on one server, but select from another.
3.) What's the true objective here?   Server names are usually static.   Why not just build a table of them and be done with it?
4.) Check your execution context for each job and be sure that it has the necessary permissions to run any kind of query on each other server involved for that job step.