This problem is the problem I was referring to in my comment #2 above. This line
%if ( &Daily_Dm_Load_Date ne &CS_ds_DMdates1.) %then %do;
resolves to
%if ( 25AUG2020 ne 25AUG2020 30AUG2020) %then %do;
Can you see why this won't work? Do you see the syntax error here? A fundamental principle of writing macros is that when the macro variable is replaced by its value, it must produce working SAS code, and that didn't happen here. Can you re-write this statement without macro varialbes so that it is valid SAS code? If so, then you can drop macro variable in and it has a much better chance of working.
Also, you are still formatting your macro variables, this is not a good thing to do, leave them unformatted.
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