Как-то так должно работать у вас:
Sub tgr()
Dim wb As Workbook
Dim wsCopy As Worksheet
Dim wsDest As Worksheet
Dim rFirst As Range
Dim rLast As Range
Dim rDest As Range
Dim sFolderPath As String
Dim sFileName As String
Set wb = ThisWorkbook
Set wsCopy = wb.ActiveSheet
Set rFirst = wsCopy.Cells.Find("*", wsCopy.Cells(wsCopy.Rows.Count, wsCopy.Columns.Count), xlValues, xlPart, , xlNext)
Set rLast = wsCopy.Cells.Find("*", wsCopy.Range("A1"), xlValues, xlPart, , xlPrevious)
sFolderPath = ThisWorkbook.Path & Application.PathSeparator
sFileName = "test_" & Format(Now, "dd_mmm_yy_hh_mm_ss") & ".xlsx"
wb.Worksheets.Add.Move 'create new workbook with a blank worksheet
Set wsDest = ActiveWorkbook.ActiveSheet 'the newly created workbook and sheet will be active because they were just created
With wsDest
Set rDest = .Cells(rFirst.Row, rFirst.Column)
wsCopy.Range(rFirst, rLast).Copy
rDest.PasteSpecial xlPasteValues
rDest.PasteSpecial xlPasteFormats
rDest.PasteSpecial xlPasteColumnWidths
.Parent.SaveAs sFolderPath & sFileName, xlOpenXMLWorkbook
.Parent.Close True
End With
End Sub