dim rng as range
with thisworkbook    '<~~ possibly set an external workbook
    with .worksheets("sheet1")
        set rng = .range(cells(2, 1), cells(rows.count, 1).end(xlup))
    end with
end with

Run-tim error '1004': Application-defined or object-defined error

dim rng as range
with thisworkbook    '<~~ possibly set an external workbook
    with .worksheets("sheet1")
        ' define rng as Sheet1!A2 to the last populated cell in Sheet1!A:A
        set rng = .range(.cells(2, 1), .cells(rows.count, 1).end(xlup))  '<~~ .range
    end with
end with
debug.print rng.address(0, 0, external:=true)

dim rng as range
with thisworkbook    '<~~ possibly set an external workbook
    with .worksheets("sheet1")
        ' define rng as Sheet1!A2 to the last populated cell in Sheet1!A:A
        set rng = range(.cells(2, 1), .cells(rows.count, 1).end(xlup))  '<~~ range not .range
    end with
end with
debug.print rng.address(0, 0, external:=true)

'~~> This code fails
set rng = range(.cells(2, 1), .cells(rows.count, 1).end(xlup))