VBA Dynamic Variables

Hi guys, basically what I'm trying to do is create variables on the run.

I have data that runs daily. From Tuesday to Friday/Saturday there's no problems.
On Monday, it runs data from the last workday (Friday or Saturday) and I need to retrieve that.
Another thing to consider is that if there are holidays. That issue was solved with an input box where users type in the number of days in the past they want to analyze.

In the end, weekends and/or holidays have more than 1 single date in the past. I need the macro to loop through the range of dates and find each unique value, store it in a variable, which I will later use to create a table and pivot it.

I am completely lost in this and have had no success searching the web for an answer or an approach to it

Hope I was clear enough, if you need some code I'll be happy to share.

Thanks in advance

I think I need to repost this in a different approach. Will close this thread and instead start a new one with my new question. Thanks anyways!