The following call,
FirstRowAsHeader = Table.PromoteHeaders(TableWithoutHeader)
shall replace the column names you have with the values from the first row. Since the first value under the column "Week" is the filename, then your table will now use that filename as the column name.
You can fix this by adding the custom column after you use PromoteHeaders:
let ExcelFile = (FilePath, FileName) =>
let
Source = Folder.Files(FilePath),
File = Source{[#"Folder Path"=FilePath,Name=FileName]}[Content],
ImportedExcel = Excel.Workbook(File),
Sheet1 = ImportedExcel{[Name="Page1_1"]}[Data],
TableWithoutHeader = Table.Skip(Sheet1, 3),
FirstRowAsHeader = Table.PromoteHeaders(TableWithoutHeader),
TableWithWeek = Table.AddColumn(FirstRowAsHeader,"Week", each FileName),
in
TableWithWeek
in
ExcelFile
All the Best (: