MSSQL stored procedure call from ADO - not running properly - sql-server

Question

I have sp in MSSQL server - code below. When I run it from job, or SSMS it runs OK. But I need to run it from VB6 app with ADODB.
My VB6 code:
Dim cmd As New ADODB.Command
cmd.ActiveConnection = CNN
cmd.CommandTimeout = 180
cmd.CommandText = "dbbackup"
cmd.CommandType = ADODB.CommandTypeEnum.adCmdStoredProc
cmd.Execute(, , ADODB.ConnectOptionEnum.adAsyncConnect)
Problem is: When database backup is almost done - about 90+%, cmd.State changes from Executing to Closed and VB6 code continue in executing (to this moment it waits for sp to complete). But there is a lot of code after backup which never run this way(old backup delete,...). I realized that “Last database backup” property on MSSQL database was not set and in table msdb.dbo.backupset there are no rows for my backup. But there si good restorable backup on HDD.
When i stops program for 5 minutes in debug, sp runs properly to end and everything is OK. This backup code is last code in app run and after it ends program closes all connections and exits. I added wait to VB6 code and it helps on some servers, but many other servers still has same problem.
I think main question is why MSSQL server returns control flow to VB6 code and sp is not completed yet.
Thanks
sp code:
PROCEDURE [dbo].[dbBackup]
AS
BEGIN
SET NOCOUNT ON;
EXEC sp_configure 'show advanced options', 1
RECONFIGURE
EXEC sp_configure 'xp_cmdshell', 1
RECONFIGURE
If OBJECT_ID('tempdb..#DBName','u') IS NULL
Create Table #DBName
(
ID int identity (1,1) ,
Name varchar(128) not null ,
RetentionPeriod int null,
BackupPath varchar(255) default(''),
DBSize float default(0)
)
If OBJECT_ID('tempdb..#ExistingBackups', 'u') IS NULL
Create Table #ExistingBackups
(
Name varchar(128) ,
ID int identity (1,1)
)
Declare #Path varchar(255)
Declare #sql varchar(1000)
Declare #Name varchar(128)
Declare #RetentionPeriod int
Declare #LastBackupToKeep varchar(8)
Declare #ID int
Declare #MaxID int
Declare #eName varchar(255)
Declare #eMaxID int
Declare #eID int
Declare #eTimeStamp varchar(20)
Declare #errMsg nvarchar(2048)
Declare #errCount int; set #errCount = 0;
Declare #freeSpace bigint
Declare #pageSize float
Declare #dbSize bigint
Declare #procDate datetime
Declare #Sklad char(3)
Declare #backupName as varchar(255)
Select #pageSize = v.low / 1024 From master..spt_values v (noLock) Where v.number = 1 And v.[type] = 'E'
Select Top 1 #sklad = sklad_id From dbo.pohyb (noLock) Where Convert(int, sklad_id) > 500
Set #procDate = GETDATE()
Truncate Table #DBName
Insert Into #DBName (Name, RetentionPeriod, BackupPath)
Select DBName, BackupsToStore, BackupPath
From dbo.databaseBackup (noLock)
Where runBackup = 1
Select #MaxID = max(ID), #ID = 0 From #DBName
While #ID < #MaxID
Begin
Select #ID = min(ID) From #DBName Where ID > #ID
Select #Name = Name, #RetentionPeriod = RetentionPeriod, #Path = BackupPath
From #DBName
Where ID = #ID
If SUBSTRING(#Path, Len(#Path), 1) <> '\' Set #Path = #Path + '\'
Set #sql = 'Update #DBName Set DBSize= (Select Round(Sum(size) *' + CONVERT(varchar, #pageSize) + '/1024, 0) From ' + #Name + '.dbo.sysfiles (noLock)) Where Name = ''' + #Name + ''''
Exec (#sql)
Select #dbSize = DBSize From #DBName
--Exec #freeSpace = dbo.getDiskFreeSpace #drive = #Path
--If #freeSpace > #dbSize
--Begin
Set #eTimeStamp = REPLACE(REPLACE(CONVERT(varchar, #procDate, 113), ' ', '_'), ':', '-')
Set #sql = #Path + #Name + '_' + #eTimeStamp + '.bak'
Set #errMsg = 'OK'
Begin Try
SET #backupName = 'Objednavky backup by job ' + CONVERT(varchar, GETDATE(), 104) + ' ' + CONVERT(varchar, GETDATE(), 108);
Backup Database #Name To Disk = #sql
WITH NAME = #backupName;
-------mazanie backupu begin
Truncate Table #ExistingBackups
Set #sql = 'dir /B /OD ' + #Path + #Name + '_*.bak'
Insert #ExistingBackups Exec master..xp_cmdshell #sql
If Exists (Select 1 From #ExistingBackups Where PATINDEX('%File Not Found%', Name) > 0)
Truncate Table #ExistingBackups
Delete From #ExistingBackups Where Name IS NULL
Select #eID = 0
Select #eMaxID = Max(ID) - #RetentionPeriod From #ExistingBackups
While #eID < #eMaxID
Begin
Select #eID = Min(ID) From #ExistingBackups Where ID > #eID
Select #eName = Name From #ExistingBackups Where ID = #eID
Set #sql = 'del ' + #Path + #eName
Exec master..xp_cmdshell #sql
End
Truncate Table #ExistingBackups
-------mazanie backupu end
End Try
Begin Catch
Set #errMsg = #errMsg + '||' + CONVERT(varchar,ERROR_MESSAGE())
Set #errCount = #errCount + 1;
End Catch
--End
--Else
--Set #errMsg = 'Pln? disk (Vo?n? miesto: ' + CONVERT(varchar, #freeSpace) + ' MB, potrebn? aspo?: ' + CONVERT(varchar, #dbSize) + ' MB)'
Insert Into [dbo].[databaseBackup_log] ([Sklad_id], [DBName], [BackupDate], [Status]) Values (#Sklad, #Name, #procDate, Ltrim(Rtrim(CONVERT(varchar,#errMsg))))
End
Drop Table #DBName
Drop Table #ExistingBackups
IF #errCount > 0 BEGIN
RAISERROR (#errMsg, 16, 2) WITH SETERROR
END
RETURN 0;
END