Auto-rename all Query columns e.g. to remove underscore

You are so close - you just need to replace "table" with the previous STEP name (not table/query name). If that step name has spaces or special characters it will need to be enclosed e.g. #"My Previous Step Name".

It's a weird feature of the M language. It's not what I'd call a "script" language where the sequence of the lines of code controls the flow. In the code generated by the Power Query UI, there's actually a reference to the prior line of code, on every line.  Technically that returns a table with all the data "as at" that prior step.