Phil - Jim is correct. That's a temp table that cannot be dropped because it timed out getting to that point. In your particular area of conversion, SO_SalesOrderHistoryDetail will have a new KCANCELREASON index added to it. However it's not just simply ""ALTER TABLE table ADD INDEX index .. "". Instead, it creates 2 temp tables (one you mentioned), drops every index explicitly, add them back incl new one, renames 1 temp table to live, and drops the other temp table at the end. Last step step error because a previous step timed out. All the previous steps need to completed under default OLE DB timeout of 600 secs.
One thing I've done is in SSMS goto server properties / Connection tab / Remote server connections / change Remote query timeout to 0 for no timeout. If doesn't work, there are some changes to make for sy_sql.pvc and db_sql.pvc. I didn't think of Jim's solution though which is very cool.