VBA Copy Worksheets, Changing Pivot Cache, Run Time Error 5

I think this:

.ChangePivotCache ThisWorkbook.PivotCaches.Create(SourceType:=xlDatabase, SourceData:=NewRange)

Needs to be:

.ChangePivotCache wb.PivotCaches.Create(SourceType:=xlDatabase, SourceData:=NewRange)

ThisWorkbook is always the workbook where the code resides.
ActiveWorkbook is the active workbook regardless of where the code resides.
wb in this instance has been defined as ActiveWorkbook so we should use this.