The UNION method cannot join ranges from different sheets

I am looking for some expert help here. Many times we use the UNION method to join ranges from the same sheet. But what if I want to join ranges from different sheets? The code below just cannot work:

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Please see the sample file here. I did a search online and cannot find relevant answers.

Is there a code to allow the joining of ranges from different sheets? If this question can find a proper answer, then it will be really help to a lot of people.

Why this duplicate thread ?!

How about the one below:

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