The Attachments is a list since there might be more attachments on one email than just one. So you need to either loop through that or if you know there will always be just one Attachment per email then add [0] before ['Name'] or ['FullName'].
Like so: %RetrievedEmails[LoopIndex - 1].Attachments[0].FullName%
Or if you want to loop the attachments:
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