This is a Perl forum, not VBA, so I'd be grateful for any guidance from those who think I shouldn't answer this here - or at least, in this much detail.

I'm pretty sure from this that your problem is VBA, not Perl. Application.Volatile is unlikely to affect it - it merely determines when to recalculate the function. However, if you have a delimiter and a range of blank cells, you end up trying to reduce the length of a zero length string. Excel gets very bolshie at such treatment & throws an error, which is what I think you are seeing, although it may be something to do with dates, which Excel can handle in ways that confuses itself. I would rewrite your VBA thus:

Function Concat2(myRange As Range, Optional myDelimiter As String) As 
+String
    Dim r As Range

    Application.Volatile
    For Each r In myRange
        If Len(r.Text) > 0 Then
            Concat2 = Concat2 & CStr(r.Text) & myDelimiter
        End If
    Next r
    If Len(myDelimiter) > 0 And Len(Concat2) > Len(myDelimiter) Then
        Concat2 = Left(Concat2, Len(Concat2) - Len(myDelimiter))
    End If
End Function
[download]

The main differences are:
I have defined the function as string, not let it default to variant.
I have explicitly used r.Text, as otherwise you will not get r.Text but r.Value, which need not be the same.
I have explicitly converted r.Text to string. This is essential. Try a simple spreadsheet with a date as the only value in the range passed to this function to see what I mean. However, I don't know how you want dates handled, so something else may be necessary.
I have checked that I'm not doing anything daft when removing the trailing delimiter.

Changes I haven't made:
Calling variables "myWhatever" - I can't see what information the "my" conveys & would remove it.
I don't think Application.Volatile serves a useful purpose - anything that would change this function's value would cause its recalculation, too - so I would remove it.

There is, heartfelt thanks to the gods, no way to upload any file that isn't text. If you still can't solve your problem, please try to write the smallest Perl programme that runs from scratch and demonstrates the problem. By all means use my code as a starting point for creating Excel files on the fly.

Regards,

John

Update: corrected minor typo.