If you have the infamous DelimitedSplit8k stashed somewhere, it becomes trivial

DECLARE @FilePath VARCHAR(500) = '\\FileServer\\FileShare\\Directory\Sub Directory\My File Name.pdf';

SELECT TOP 1
   FileName = split.Item
FROM  dbo.udfDelimitedSplit8K(@FilePath,...

Seems to work OK for me in 2016.

That clears things up a lot, thanks. But I do not know the answer.

Pasting in a ton of code with no text description of why really isn't helpful.

This not...

It's not totally clear to me how you want the data to be broken down.
Can you post a couple of rows of source data (including only a subset...

Your file path appears to start with a single quote and end with a double quote: was that deliberate?