As far as I know, we can't assign PRM_FileName from the body of the request to one parameter. But we can use expression to get the value of PRM_FileName.
The expression should be triggerBody()?['PRM_FileName']. You can also assign PRM_FileName to a variable (for example named var1) and you can use the var1 in your next actions but not use the expression(shown as below screenshot).

============================Update===========================
Below is my logic app:

I did everything what you mentioned in your 3 steps except I put the PRM_FileName in the body of the request but not appending it at the end of url.

============================Update 2===========================
Please use same schema with mine:
{
"type": "object",
"properties": {
"PRM_FileName": {
"type": "string"
}
}
}
And then select the PRM_FileName into the variable directly(shown as below screenshot).

The expression should be triggerBody()?['PRM_FileName'], but in your screenshot the expression is triggerOutputs()['queries']['PRM_FileName'].