Redshift cannot execute a “script” command, multiple statements in a single command. You need to run 2 command separately in the same session. This cannot be done with odbc. I’m unsure you can use a non-odbc redshift connection in vba.

If the database is set to case sensitive then all the queries against it already have this turned on. You shouldn’t need to run the first statement. Are you just trying to get the returned column names to be capitalized? There’s gotta be a simpler excel specific way to do that. If that’s the case I’d re-ask the question without mentioning redshift at all, like how do I automatically rename columns when selecting from an odbc table in vba?