Can you permanently break link between worksheet and copy ?

I'm having difficulty severing the links between a worksheet copied from one workbook to another.

Whatever I do, the copy retains knowledge of the workbook it was copied from. The edit link button highlights and no matter how many times I choose the "Break Links" option nothing appears to change. This is a problem because I get an error whenever I try to update the drop down menu list names.

Error reads "You may not use references to other workbooks for Data Validation criteria". The Data Validation lists names are the same in both workbooks, but why does the copy insist on thinking it's referring to the name in the old workbook and not the new one?