Much better format.
@ECHO OFF
SETLOCAL ENABLEEXTENSIONS
SET FILENAME_SEARCH1=FILENAME_^!DAT^!.txt
SET FILENAME_SEARCH2="FILENAME_!DAT!.txt"
SET FILENAME_SEARCH3=FILENAME_\!DAT\!.txt
SET FILENAME_SEARCH4='FILENAME_!DAT!.txt'
ECHO %FILENAME_SEARCH1%
ECHO %FILENAME_SEARCH2%
ECHO %FILENAME_SEARCH3%
ECHO %FILENAME_SEARCH4%
C:\test_batch>dir
Directory of C:\test_batch
04/23/2023 10:28 AM <DIR> .
04/23/2023 10:28 AM <DIR> ..
04/23/2023 10:28 AM 18 FILENAME_!DAT!.txt
04/23/2023 10:30 AM 250 test_batch.bat
C:\test_batch>
C:\test_batch>test_batch.bat
FILENAME_.txt
"FILENAME_.txt"
FILENAME_\.txt