Hi Ken Choi,
According your description, when you click "Always use connection file" excel crash. Did you get any error message dialog box when excel crashed? Have you ever tried to open the file in safe mode?
First I suggest you open it in safe mode running the following command: Press Win + R, type " excel /safe" in the blank box, press Enter. If it works fine in safe mode, please check the add-ins in your excel and disable them.
Click File > Excel Options > Add-Ins on the left side of the dialog. Then click the drop-down arrow at the bottom of the dialog box and select "COM Add-Ins" from the list, then click the GO button. What comes up is a list of COM-Add Ins that
are loaded and running.
If the issue still exists in safe mode, I suggest you to collect the event log and provide us with the whole error messages of event log.
Steps of collecting event log:
Open Event Viewer to check whether there's any error about the Excel/Word crash issue.
Press Win + R, type "eventvwr" in the blank box, press Enter. In the Event Viewer, browse to Windows Logs -> Application, there may be some errors after the crash.
Please try to collect this event log and post the whole event log message here. I can get more information about your issue from this message and help you solve it.
Regards,
George Zhao
TechNet Community Support