Need help with conditional formatting with Vlookup

Make column A of sheet 2 proper dates then in A3 enter the CF

Formula:

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and copy this down to row 8 and across for the whole of the month.

Repeat for the other blocks of months.

Also consider making the row 2 dates dynamic and using a start date cell and end date cell to define what the columns of dates should be. This would avoid the need to have separate blocks of months if you are really just interested in looking at a specific period range.