VBA Refresh Connections : Error 1004 Application-defined or object-defined error

So first i believe the root cause was actually different, and the issue i reported here is just a secondary effect.

Essentialy, the problem seemed to come from Micro Trends anti virus who was conflicting with my report. I already read similar cases. I asked my IT to "fix" that and now it seems none of the error messages show up anymore, neither those mentionning a vertipaq.xml file in Temp, nor the VBA refresh issues.