Hi,
To be honest I'm half understand about your goal here, let me explain and I might come up a solution for you to makes your life easier.
Based on your requirement:
1. Download 5 files a day, is it a csv or xls, I assumed it;s a csv files, so it will be much easier.
2. Combine the csv into xls, i can do this
3. the second sheets, is this some kind of template (the formula always the same, or have same pattern)
4. no questions,
until step 1 to 4, if what I'm thinking is correct, I can make you a program windows based (C#) that can do step 1- 4 just using one click of button.
5. this is where I'm confused, after all the spreadsheet created the big ones, what would you with it? you said you need to query it, but after you query it, what would you do with that? how would you like the data to presented, and do you need to interact(doing like what excel doing) or you just want to see it?
for database there are a lot free one that capable with large data set, it's free, reliable, easy to install, like sqlite, mongoDB, so do not worry about it, you have a lot of option.
Thank you,