Have you tried an array of BSTR? Something like

$aFields = Variant(VT_ARRAY|VT_BSTR, 1);
$aFields->Put(0, "PX_Last");
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or, more generally:

my @vals = qw(First Second Third ... Last);
$arrStr = Variant(VT_ARRAY|VT_BSTR, scalar @vals);
my $i = 0;
for my $val (@vals) {
    $arrStr->Put($i++, $val);
}
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(I currently can't test it, so this might be nonsense...!)

As I understand it, VT_ARRAY|VT_UI1 would correspond to a C char[], i.e. a single string, or an array of characters...

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BTW, please put <code>...</code> tags (or short <c>...</c>) around your code sections — that makes it much easier to read...