Connecting PowerQuery to SharePoint Online Folder AND hidden EXCEL-workingsheets

Step 3 is your culprit. Don't do that. Instead create a custom function that extracts all required sheets from a given Excel file.  You then have to combine these as the return value of the function.  And finally run that function across all excel files and expand the added column.

So to recap - you need to combine all the relevant sheets inside all the relevant excel files.