VLOOKUP searching array in memory

I am trying to compare a date to an internal array of dates that represent holidays.
I want to check if the date is a holiday or not.

My code is

holiday_fnd = Application.VLookup(process_date, holiday_arr, 1, false)
if iserror(holiday_fnd) then ' not a holiday
do something
else
do something else
end if

process_date is defined as date, holiday_arr is an array

For every process_date I get error 2042 (not found).

process_date has a format of mm/dd/yyyy, as do the dates in the array

I populate the array though logic that goes through each of the holidays for the year (New Years Day, Presidents Day, 4th of July, etc), and determine the date of the holiday. That date is then added as the next element in the array. I know the array contains the dates, as I debug.print the array to ensure it is populated.

This is a called subroutine. holiday_start_year is the year for the holidays.

Sub build_holiday_array(idx, holiday_start_year, holiday_arr, holiday_ind)
' Build holiday array for each book year

' New Years Day (Jan 1)
If Weekday("1/1/" & holiday_start_year) = 1 Then
holiday_arr(idx) = "1/2/" & holiday_start_year
Else
holiday_arr(idx) = "1/1/" & holiday_start_year
End If

' MLK day (3rd Mon of Jan)
idx = idx + 1
nth = 3
dow = 2
holiday_arr(idx) = DateSerial(holiday_start_year, 1, 1 + 7 * nth) - Weekday(DateSerial(holiday_start_year, 1, 8 - dow))

' Presidents day (3rd Mon of Feb)
idx = idx + 1
nth = 3
dow = 2
holiday_arr(idx) = DateSerial(holiday_start_year, 2, 1 + 7 * nth) - Weekday(DateSerial(holiday_start_year, 2, 8 - dow))

' Memorial day (Last Mon of May)
idx = idx + 1
start_date = "5/1/" & holiday_start_year
holiday_arr(idx) = CDate(Application.EoMonth(start_date, 0) - Weekday(Application.EoMonth(start_date, 0) + 6) + 1)

' Independence Day (Jul 4)
idx = idx + 1
If Weekday("7/4/" & holiday_start_year) = 1 Then
holiday_arr(idx) = "7/5/" & holiday_start_year
Else
holiday_arr(idx) = "7/4/" & holiday_start_year
End If

' Labor day (First Mon of Sep)
idx = idx + 1
nth = 1
dow = 2
holiday_arr(idx) = DateSerial(holiday_start_year, 9, 1 + 7 * nth) - Weekday(DateSerial(holiday_start_year, 9, 8 - dow))

' Columbus day (2nd Mon of Oct) Loomis/Bank only
If holiday_ind = 1 Or holiday_ind = 2 Then
idx = idx + 1
nth = 2
dow = 2
holiday_arr(idx) = DateSerial(holiday_start_year, 10, 1 + 7 * nth) - Weekday(DateSerial(holiday_start_year, 10, 8 - dow))
End If

' Veterans day (Nov 11)
idx = idx + 1
If Weekday("11/11/" & holiday_start_year) = 1 Then
holiday_arr(idx) = "11/12/" & holiday_start_year
Else
holiday_arr(idx) = "11/11/" & holiday_start_year
End If

' Thanksgiving and day after (4th Thurs/Fri of Nov)
idx = idx + 1
nth = 4
dow = 5
holiday_arr(idx) = DateSerial(holiday_start_year, 11, 1 + 7 * nth) - Weekday(DateSerial(holiday_start_year, 11, 8 - dow))

' PG&E only for day after Thanksgiving
If holiday_ind = 0 Then
idx = idx + 1
dow = 6
holiday_arr(idx) = DateSerial(holiday_start_year, 11, 1 + 7 * nth) - Weekday(DateSerial(holiday_start_year, 11, 8 - dow))
End If

' Christmas (Dec 25)
idx = idx + 1
If Weekday("12/25/" & holiday_start_year) = 1 Then
holiday_arr(idx) = "12/26/" & holiday_start_year
Else
holiday_arr(idx) = "12/25/" & holiday_start_year
End If

End Sub

I make all holiday dates serial, and my process date serial, I should be ok?