With Sheets("Sheet1")
.Range("A1", .Range("A65536").End(xlUp)).Offset(, 25) _
.Formula = "=MATCH($A1,Sheet2!$A:$A,0)"
End With
で、Z列に結果が出るので
On Error GoTo ErLine
Set MyR = Range("Z:Z").SpecialCells(3, xlErrors)
On Error GoTo 0
For Each C In MyR
MsgBox C.Offset(, -25).Value & vbLf & _
"はシート2に存在しません"
Next
Set MyR = Nothing: Exit Sub
ErLine:
MsgBox "全てのデータがシート2に存在します", 64
End Sub