If you run the code below (Just Once) you will create a Hyperlink "ToolText" for the Cells in sheet "Data" row 1.
Each cell in row 1 of sheet data will have a "ToolTip" text relating to Location name in column 1 of sheet "Locations".

Sub MG27Jul20
Dim Rng As Range, Dn As Range, n As Long, nRng As Range
With CreateObject("scripting.dictionary")
.CompareMode = vbTextCompare
With Sheets("Locations")
    Set Rng = .Range(.Range("B2"), .Range("B" & Rows.Count).End(xlUp))
End With
With Sheets("Data")
    Set nRng = .Range(.Range("B1"), Cells(1, Columns.Count).End(xlToLeft))
End With

For Each Dn In Rng: .Item(Dn.Value) = Dn.Offset(, -1): Next
    For Each Dn In nRng
        ActiveSheet.Hyperlinks.Add Dn, "", "", ScreenTip:=.Item(Dn.Value) 
    Next Dn
End With
End Sub
Regards Mick