Este código deve funcionar:
Public Sub searchfullname()
fullname = InputBox("Input first and last name separated by _")
namesarray = Split(fullname, "_")
i = 2
dataintable = True
result = "No"
m = ActiveSheet.Cells(i, 1)
If m = "" Then dataintable = False
While dataintable = True
result = "No"
If m = namesarray(0) Then
n = ActiveSheet.Cells(i, 2)
If n = namesarray(1) Then
result = "Yes"
End If
End If
ActiveSheet.Cells(i, 3) = result
i = i + 1
m = ActiveSheet.Cells(i, 1)
If m = "" Then dataintable = False
Wend
End Sub