See notebook below. When I run this program snippet cell by cell it creates the database, but when I try to create a table it says that the table is already exist, although I trashed the whole database from the previous run and emptied the trashcan.
See also the image of the program after the run and also the filesystem knowledge about the database - containing 0 bytes.
So I am really intrigued where this Exchange table is that exists before I try to create it. I am also wondering if it is exists then why the RelationalDatabase[] command is not able to find it.
Ignore the CreateFile warning, that if from a previous run. See attached screenshot of the program at runtime.
Just a little note on your second line: Close All does nothing, I think.