Мне нравится использовать назначение sheet.cells (), чтобы вы могли легко использовать целые числа для вызова строк и столбцов
Sub CompareAndHighlight()
Dim xRange, yRange, xCell, yCell, Found As Range
Dim i, LR1, LR2 As Integer
Dim wsX As Worksheet: Set wsX = ThisWorkbook.Sheets("Sheet1")
Dim wsY As Worksheet: Set wsY = ThisWorkbook.Sheets("Sheet2")
For i = 1 To 3 'Set to the number of the last column you want to run the comparison
LR1 = wsX.Cells(wsX.Rows.Count, i).End(xlUp).Row
LR2 = wsY.Cells(wsY.Rows.Count, i).End(xlUp).Row
Set xRange = wsX.Range(wsX.Cells(1, i), wsX.Cells(LR1, i))
Set yRange = wsY.Range(wsY.Cells(1, i), wsY.Cells(LR2, i))
For Each xCell In xRange
Set Found = yRange.Find(xCell.Value)
If Found Is Nothing Then
xCell.Interior.Color = RGB(255, 0, 0)
End If
Set Found = Nothing
Next xCell
Next i
End Sub