The problem turns out to be that the string in the plot file used double quotes around the data file name, like:
    plot "E:\tmp\xxxx\data" title ""

When I tried that directly in gnuplot, the complaint was:

    warning: Skipping unreadable file "E:tmpxxxxdata"
    No data in plot
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For Windows, it appears that single quotes are needed to allow the single slash character \ to go through. I changed the line around 1381 from:
    $string = "\"$fileTmp\"";
to
    $string = "'$fileTmp'";

The previous issue of the temp files existing was me not realizing that they all get destroyed on exit, I had to insert a "sleep 30" command in the module after the plot was executed so I could see what the plot and data files looked like before they were removed. Gnuplot errors were not printed to the DOS window.