Ok. So I inherited of an old spreadsheet that was passed from hand to hand over time.
At opening this spreadsheet seems to try connecting to another spreadsheet as it shows "Linking: [filename.xls] ..." at the bottom of Excel. As you guessed, I have no clue what that other spreadsheet is.
I have found different "solutions" to remove this link (inspection of all types of objects in the spreadsheet, find/recplace, ...) on the internet but none has worked for me.
But maybe you guys have some day had the same issue and actually found a solution?
Ok, so I finally found a solution. Actually, some Excel objects of type Name had their propery Visible set to False, hence this named Excel objects were not shown in the Name Manager. From there, loop over all Name objects and set them to visible. Voilà!