I did this

I am using curl 8.3.0 on Windows 10 Home 64bit
My intention was to set an environment variable BASE to part of file name, like
SET BASE=231006_2200

and then use a fixed config file to retrieve JSON from some url,
where the config file uses BASE to build file names for headers, stderr and output:

# config file curl-K
--variable %BASE
--expand-dump-header "{{BASE}}_headers"
--expand-stderr "{{BASE}}_stderr"
--expand-output "{{BASE}}_output"
--verbose
--url "https://www.w3schools.com/js/json_demo.txt"

curl -q --config curl-K

Warning: curl-K:3: warning: '--expand-dump-header' variable expansion failure
Warning: curl-K:4: warning: '--expand-stderr' variable expansion failure
Warning: curl-K:5: warning: '--expand-output' variable expansion failure
*   Trying 192.229.133.221:443...
* Connected to www.w3schools.com (192.229.133.221) port 443
* ALPN: curl offers h2,http/1.1
* TLSv1.3 (OUT), TLS handshake, Client hello (1):
<---cut--->
< content-length: 197
<
{
    "name":"John",
    "age":31,
    "pets":[
        { "animal":"dog", "name":"Fido" },
        { "animal":"cat", "name":"Felix" },
        { "animal":"hamster", "name":"Lightning" }
    ]
}

I expected the following

Headers written into 231006_2200_headers, verbose output into 231006_2200_stderr and JSON output into 231006_2200_output,
but variable expansion is not available for these options,
as they are described as ARG_FILENAME in src/tool_getparam.c, array aliases.
The code at line 828 only allows expansion for options described as ARG_STRING, as --url and --data and others

curl/libcurl version

curl 8.3.0 (x86_64-w64-mingw32) libcurl/8.3.0 OpenSSL/3.1.2 (Schannel) zlib/1.3 brotli/1.1.0 zstd/1.5.5 WinIDN libssh2/1.11.0 nghttp2/1.56.0 ngtcp2/0.19.1 nghttp3/0.15.0
Release-Date: 2023-09-13
Protocols: dict file ftp ftps gopher gophers http https imap imaps ldap ldaps mqtt pop3 pop3s rtsp scp sftp smb smbs smtp smtps telnet tftp ws wss
Features: alt-svc AsynchDNS brotli HSTS HTTP2 HTTP3 HTTPS-proxy IDN IPv6 Kerberos Largefile libz MultiSSL NTLM SPNEGO SSL SSPI threadsafe UnixSockets zstd

operating system

From Windows Settings About:
Windows specifications
Edition Windows 10 Home
Version 22H2
Installed on ‎2020-‎11-‎02
OS build 19045.3448
Experience Windows Feature Experience Pack 1000.19044.1000.0