This
what's on the right side of the equal sign is a variable within a variable
I just don't see. I'd expect the caption would be "dlkDTL1var" for example. As coded, var is a string, not a variable as was pointed out. Perhaps if you show more of the code, because var is somewhat ambiguous. An expected result would also help.
If the labels are attached, I'm wondering if it would be far simpler to refer to the control's only default member, which is the label, and is referred to as .Controls(0) instead of worrying about referring to the control and it's label as separate entities. Don't know because the whole intent/purpose isn't clear, and what you're calling an object should probably be referred to as a control for clarity.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.