Sub TargetR()
Dim CLL As Range
Dim TargetRange As Worksheet
Dim R As Range

Set CLL = ThisWorkbook.Worksheets(1).Range("J29")
Set TargetRange = ThisWorkbook.Worksheets(1)
Set R = TargetRange.Cells.Find(CLL.Value)

If Not (R Is Nothing) Then
    Debug.Print R.Address
Else: Debug.Print "Empty"
End If

End Sub

Sub Target()
Dim CLL As Range
Dim TargetRange As Worksheet
Dim targetColumn As Range
Dim sColumn As Range


Dim R As Range

Set CLL = ThisWorkbook.Worksheets(1).Range("J29")
Set TargetRange = ThisWorkbook.Worksheets(1)
Set sColumn = TargetRange.Cells.Find("This Column")
Set targetColumn = sColumn.EntireColumn
Set R = targetColumn.Cells.Find(CLL.Value)

If Not (R Is Nothing) Then
    Debug.Print R.Address
Else: Debug.Print "Empty"
End If

End Sub

Option Explicit

Sub Target()

Dim CLL As Range
Dim TargetRange As Worksheet
Dim sColumn As Range
Dim R As Range

Set CLL = ThisWorkbook.Worksheets(1).Range("J29")
Set TargetRange = ThisWorkbook.Worksheets(1)

Set sColumn = TargetRange.Cells.Find("This Column")
If Not sColumn Is Nothing Then ' <-- make sure Find was successful
    Set R = sColumn.EntireColumn.Find(what:=CLL.Value, LookIn:=xlValues, lookat:=xlWhole)
    If Not R Is Nothing Then
        Debug.Print R.Address
    Else: Debug.Print "Empty"
    End If
Else ' Find failed to find "This Column"
    MsgBox "Unable to find 'This Column'"
End If

End Sub

If sColumn.MergeCells Then
                Set sColumn = Column.Resize(,Column.MergeArea.Columns.Count)