Hi:
I'm confused about what an "Excel formatted CHTML" really is. ODS already has an Microsoft-compliant HTML destination (well, it has 2 of them) ODS MSOFFICE2K and ODS MSOFFICE2K_X. If you used those destinations with STYLE=MINMAL, you would come very close to the HTML generated by CHTML (which stands for "compact" HTML).
You say you get a message that says the file or directory can't be found. The directions for the FILENAME FTP engine are fairly specific depending on the type of OS you are writing FROM and the type of OS (Host name, ID, password needed) that you are writing TO.
Without knowing the specifics of your FROM and TO host systems, almost anything that anyone posts might be irrelevant, if they are using FTP from Windows to Windows and you are doing FTP from z/OS to Unix or from z/OS to Windows.
It might be that you would get quicker help by opening a track with Tech Support, as they could look at your system info and all your code and come up with a resolution that works for your scenario.
cynthia