Consider the following MWE. If \tikzpicturedependsonfile is commented out, the code runs as expected. A.dep is created stating the dependency of A.pdf on A.dat. Now, lets try to add the tikz source file A.tikz as a dependency.
However, if \tikzpicturedependsonfile is included in the code, then \tikzsetnextfilename does not have any effect and main-figure0.pdf is created instead of A.pdf.
MWE:
\documentclass{report}
\usepackage{tikz,tikzscale,pgfplots,pgfplotstable}
\pgfplotsset{compat=1.7}
\usetikzlibrary{external}
\tikzexternalize[mode=list and make]
%
\begin{filecontents}{A.tikz}
\begin{tikzpicture}
\begin{axis}
\addplot [] table [header=false] {A.dat};
\end{axis}
\end{tikzpicture}
\end{filecontents}
%
\begin{filecontents}{A.dat}
1 1
2 2
\end{filecontents}
%
\begin{document}
\newcommand{\figFilename}{}
\renewcommand{\figFilename}{A}
\tikzsetnextfilename{\figFilename}
\tikzpicturedependsonfile{\figFilename.tikz}
\input{\figFilename.tikz}
\end{document}
The aim of this activity is to add the source file (A.tikz) for the tikzpicture to the dependency along with the data file (A.dat) which is added by default. Once this is achieved, any time a tikzpicture has been edited, it will get recompiled automatically.