So, you want to have an XLSX with password, or you just want to encrypt the data?
If it's an xlsx with password then you will need to interact with an external operation to achieve that. You can do this via either Run Command/Python/R Tools. The general consensus these days seems to be using python and so you can either use the python tool or generate a .py script and run it from the cmd using Run Command. I recommend the python tool.
You may have to deal with less dependencies using R instead, however you'll probably have less online blog support as python is more popular for file manipulation.
For the python script, there are tons around. Depending on your situation as to which is best, either completely in a package like SpireXL or through Win32 and pyXL.
Check out this list with sample code: https://medium.com/@alice.yang_10652/7-ways-to-protect-or-encrypt-excel-files-in-python-5a01a8e55c9e
As an add-on, if these files are generated out of Alteryx, then passwording them on generation will be best and you would output using R or Python, assigning the pw on the output.
