How do I erase the "Transform File from ..." Folders?

If you're doing something simple enough, the tips at https://exceleratorbi.com.au/combine-all-sheets-in-a-workbook-with-power-query/ may be helpful. The main idea is: "Copy the code from the advanced editor into a text editor like notepad to save for reuse, and then rebuild your query manually using methods that don't generate the helper queries like "click on binary and then replace the filename reference with a relative reference like {0}" and/or defining a custom function"

(For "grabbing the latest version of a file", I prefer to filter "Date Modified by latest" rather than sort by date, but it seems either can work.)

If your filenames are stable, you can also probably merge the helper queries with the regular ones, but that may be a pain depending on details.