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If you build a workflow with multiple Output Data widgets, each going to the same excel file with different tabs, Alteryx will throw a Win32 level file-lock error. This error appears to occur when using Overwrite Sheet (Drop) mode.
This was observed in Alteryx Designer x64 ver. 10.6.6.17413
This error even occurs when using Block Until Done widgets, which appear to have an express purpose of not letting this happen, yet it does. I have attached a short demo that reproduces the problem.
I've tested this in version 10.6.8.17850 and it runs without error for me. It errors if I have the Excel file open when I run the workflow since Excel locks the file. I also get the error if I try to run two instances of the workflow at the same time.