object invoked error causing excel to crash

I am receiving the following error:

-2147417848 automation error the object invoked has disconnected from its clients

Unfortunately, I can't tell where the error is occurring because everytime it happens excel crashes or at least stops responding. I tried waiting it out (about 20 minutes) but no luck. the only thing I can do is force the program to shut down through the task manager.

The program is designed to pull information from finviz.com (a financial site), filter the data. pull the next round of data and run the filters again. there are a total of 8 queries and i think it gets hung up during the 6th or 7th run through.

Stepping through the code does not seem practical since each query might pull as many as 300 rows of data that is evaluated in a for/next loop (thats a lot of F8s).

I am not really sure what to do at this point. Is there some other way to debug this?

Thanks in advance and please let me know if i can provide additional information.

I have included the code below, but this is more a debugging technique question. The code works fine when either of the individual filters are run, i.e. I remove one of the filters for testing. My intention is to add two more filters.
Note: at the end of the code I have the application wait 5 seconds before going to the next query. this was an experiment and actually allowed it to run to the 7th query. prior to adding that line it was getting hung up on the 4th.

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Hi TMS,
The Stop idea was helpful particularly since there are so many loops. I placed a few of them through out the code and was able to identify the error. As it turned out, it was UsedRange that was producing a extremely large number when Z = 7. No idea why it only happened on 7, but using column A which was always fully populated solved that.
Unfortunately, it still crashes when I try to run the entire code. However, if I put a Stop in before it goes to the next Z and hit F5 it will make it all the way through without crashing. That has me stumped. I wouldn't care that much if I were the only one who was going to use it, but my intention was to share it with a few people. Any thoughts?
Thanks.

Hi TMS,
I took your advice and experimented with some ways to eliminate the individual line copies. Ended up using the Union method which works perfectly and is extremely quick. Thanks again for your help.
Best,
edopts