Private Sub Workbook_SheetSelectionChange(ByVal Sh As Object, ByVal Target As Range)
    If Sh.Name = "лист" Then Call dropList(Target)
End Sub
Sub dropList(iCell)
    Dim arrList()
    Dim lastRow As Integer
    Debug.Print iCell.Column
    Select Case iCell.Row
        Case "2"
            lastRow = Worksheets("данные").Cells(Rows.Count, 1).End(xlUp).Row
            ReDim arrList(lastRow)
            For i = 0 To lastRow
                arrList(i) = Worksheets("данные").Cells(i + 1, 1).Value
            Next i
        Case "3"
            lastRow = Worksheets("данные").Cells(Rows.Count - 1, 2).End(xlUp).Row
            ReDim arrList(lastRow)
            For i = 0 To lastRow
                arrList(i) = Worksheets("данные").Cells(i + 1, 2).Value
            Next i
        Case "4"
            lastRow = Worksheets("данные").Cells(Rows.Count - 1, 3).End(xlUp).Row
            ReDim arrList(lastRow)
            For i = 0 To lastRow
                arrList(i) = Worksheets("данные").Cells(i + 1, 3).Value
            Next i
    End Select
        If Worksheets("лист").Cells(iCell.Row, 1).Value <> "" And iCell.Column > 1 Then
            With Cells(iCell.Row, iCell.Column).Validation
                .Delete
                .Add Type:=xlValidateList, AlertStyle:=xlValidAlertStop, Operator:=xlBetween, Formula1:=Join(arrList, ",")
                .IgnoreBlank = True
                .InCellDropdown = True
                .ShowInput = True
            End With
        End If
End Sub

If Worksheets("лист").Cells(iCell.Row, 1).Value <> "" And iCell.Column > 1 Then

For i = 0 To lastRow
                arrList(i) = Worksheets("данные").Cells(i + 1, 1).Value
            Next i

Worksheets("лист").Range(Cells(iCell.Row, 1).Name)