I think you are overcomplicating.
Try this:
let
DatesList = Table.FromList({1992,1993,1994,1995,2021}, Splitter.SplitByNothing(), {"Year"}, null, ExtraValues.Error)
, #"Added Custom" = Table.AddColumn(DatesList, "Data", each Odbc.Query("dsn=my_custom_dsn", "select * from c:data" & Number.ToText([Year]) & ".dbf"))
, #"Expanded Data" = Table.ExpandTableColumn(#"Added Custom", "Data", {"product", "table"}, {"product", "table"})
in
#"Expanded Data"
Remember in your question you misspelled Odbc.Query
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