[vba] vba error handling in loop

The problem is probably that you haven't resumed from the first error. You can't throw an error from within an error handler. You should add in a resume statement, something like the following, so VBA no longer thinks you are inside the error handler:

For Each oSheet In ActiveWorkbook.Sheets
    On Error GoTo NextSheet:
     Set qry = oSheet.ListObjects(1).QueryTable
     oCmbBox.AddItem oSheet.Name
NextSheet:
    Resume NextSheet2
NextSheet2:
Next oSheet