Hi

Try

Code:
Sub Check_Variance()
    Dim sh  As Worksheet, cCell As Range
    Dim cAddress As String, lastRowSH1 As Long, i As Long
    Dim startCell As Range, endCell As Range, myRange As Range


    For Each sh In Worksheets
        If UCase(sh.Name) <> "CONSOLIDATED" Then
            cAddress = ""
            
            With sh
                lastRowSH1 = .Range("A" & .Rows.Count).End(xlUp).Row
                For Each cCell In .Range("A1:A" & lastRowSH1)
                    Debug.Print sh.Name
                    Debug.Print cCell.Value
                    If UCase(cCell.Value) = "CHECK" Then
                        Set startCell = .Range("B" & cCell.Row)
                        Set endCell = .Range("Q" & cCell.Row)
                        Set myRange = .Range(startCell, endCell)
    
                        If Application.WorksheetFunction.Sum(myRange) <> 0 Then
                            For i = 1 To 26
                                If cCell.Offset(0, i) <> 0 Then
                                    If cAddress = "" Then
                                        cAddress = cCell.Offset(0, i).Address
                                    Else
                                        cAddress = cAddress & ", " & cCell.Offset(0, i).Address
                                    End If
                                End If
                            Next i
                        End If
                    End If
                Next cCell
                If cAddress <> "" Then
                    MsgBox "Please check the following address(es) on " & sh.Name & vbNewLine & vbNewLine & cAddress
                End If
            End With
        End If
    Next sh
End Sub