Dear Postingnow,
Thanks for your updates.
If you can share some screenshots about how you copy and paste the cell value into a file name and Word, it may be helpful for us to confirm the issue symptom in your environment.
You can click on Reply>Insert image to provide the screenshots.
Note: Remove any private information before uploading the screenshots.
Thanks for your effort and time!
Sincerely,
Cliff | Microsoft Community Moderator