PowerShell is a very powerful and efficient tool. This is cheating a little, but shelling PowerShell via VBA opens up lots of options
The bulk of the code below is simply to save the current sheet as a csv file. The output is another csv file with just the unique values
Sub AnotherWay()
Dim strPath As String
Dim strPath2 As String
Application.DisplayAlerts = False
strPath = "C:\Temp\test.csv"
strPath2 = "C:\Temp\testout.csv"
ActiveWorkbook.SaveAs strPath, xlCSV
x = Shell("powershell.exe $csv = import-csv -Path """ & strPath & """ -Header A | Select-Object -Unique A | Export-Csv """ & strPath2 & """ -NoTypeInformation", 0)
Application.DisplayAlerts = True
End Sub