At the first glance, it looks like the parameters @[User:TongueathCurrentFile] and @[User::CurrentFile] are not enclosed in double quotation marks,
😎

Exit code 2 for 7zip means a fatal error,...

Can you post the actual execution plan please? 
😎

This is one horiffic query and my thought is that those lookups are the least of the problem. Few...

Here is a quick suggestion as a starting point, (probably better to keep the maxdop 1)
😎

;WITH BASE_DATA AS
(
  SELECT
   D.PeriodStartDate
  ,D.PeriodEndDate

Another way of doing this is to import everything as a text into a staging table and transform it from there. This makes error/exception handling easier and generally makes the...

Further on Matt's good advice, I suggest you look into using FOR XML PATH instead of RAW, gives you much better control over the output.
😎

If you...

Quick question, can you run the query with OPTION (MAXDOP 1) and post the actual execution plan? The paralellism is causing lots of noise and my thought is that it's...