This SO post may sched a light on your issue:
excel - ADODB.Stream.saveToFile -> Wait until file is saved? - Stack Overflow[
^].
And this one also:
vbscript - Wait for program to complete - Stack Overflow[
^].
As a supplemental note, if you are combining several files, you do not need to redefine variables once they have been declared. Meaning, the lines
dim http_obj
dim stream_obj
dim shell_obj
set http_obj = CreateObject("Microsoft.XMLHTTP")
set stream_obj = CreateObject("ADODB.Stream")
set shell_obj = CreateObject("WScript.Shell")
are useless the second and third times; you can skip them.