SQL iterative joining within while loop - sql-server

Question

I know that it's not best practice to apply a while loop within SQL code, but I can't really imagine a way around it.
I have an ever-growing set of historical tables that I want to summarize, and join, using a common ID. All of these historical tables have matching structure.
The table names contain the month and year; I iterate through all tables found between two periods - determined using the fixed timestamp #StartDate, and the timestamp #EndDate via GETDATE().
The while loop is intended to continually append additional columns from each historic file. There is one month per iteration, and each column contains the pertaining month's summary.
The problem is, every left join seems to erase what was there in the previous iteration. I use a conditional statement to determine if the temp table exists, and build it using a select ... into statement if it doesn't, and an insert into statement if it does.
The following is what I have:
while #MonthCount > 0
begin
select #Month = DateSuffix from #DateTable where Row = #MonthCount
select #Table = table_name from information_schema.tables where table_name like concat('USA_RETHHDs_%', #Month)
if #Table is not null
begin
if object_id('tempdb.dbo.#RETHHDS', 'U') is not null
drop table #RETHHDS
create table #RETHHDS
(BUC_CD varchar(12),
RET_BKD_HH_COUNT int)
select #Table = concat('dbo.', #Table)
set #sql =
'insert into #RETHHDS
select BUC_CD, count(distinct SK_HH_ID) as RET_BKD_HH_COUNT from ' + #Table +
' group by BUC_CD'
execute SP_EXECUTESQL #sql;
if object_id('tempdb.dbo.#HISTORICAL_TABLE', 'U') is null
begin
select #USA_BRANCHCATALOGUE.TR, #USA_BRANCHCATALOGUE.NAME, #RETHHDS.RET_BKD_HH_COUNT into #HISTORICAL_TABLE
from #USA_BRANCHCATALOGUE
left join #RETHHDS
on #USA_BRANCHCATALOGUE.TR = #RETHHDS.BUC_CD
end
else
begin
insert into #HISTORICAL_TABLE
select #USA_BRANCHCATALOGUE.TR, #USA_BRANCHCATALOGUE.NAME, #RETHHDS.RET_BKD_HH_COUNT
from #USA_BRANCHCATALOGUE
left join #RETHHDS
on #USA_BRANCHCATALOGUE.TR = #RETHHDS.BUC_CD
end
select * from #HISTORICAL_TABLE
end
select #MonthCount = #MonthCount - 1
end
As I loop through, the #HISTORICAL_TABLE does not grow with additional rightmost columns. Instead, it remains with columns TR, NAME, and RET_BKD_HH_COUNT.
Bonus points if there's an easy way to append the corresponding month to the RET_BKD_HH_COUNT field. However, when I do the following,
set #sql =
'create table #RETHHDS
(BUC_CD varchar(12),
RET_BKD_HH_COUNT_' + #Month + ' int)'
execute SP_EXECUTESQL #sql;
I receive the following message:
Invalid object name '#RETHHDS'.