A while back I created a Sudoku puzzle solver using the backtracking algorithm in Python. I decided to re-create that same solver as an Excel VBA. The translation was straight forward. Instead of using Tkinter user interface I used an Excel worksheet for the individual puzzle cells. Simple command buttons are used to clear, start, and stop the puzzle.

The results was a nicer looking puzzle with bold outer and 3×3 groups. The biggest issue is the use of copy and paste on the user interface, which will modify border styles. A simple solution was implemented to re-draw the borders when clearing or starting a new puzzle.
' copy/paste changes borders
Private Sub setBorders()
Dim borderRange As Range ' range to set border
Dim ws As Worksheet ' puzzle worksheet
Dim i, j As Long ' index counters
Application.ScreenUpdating = False ' turn off updates while fixing borders
Set ws = ThisWorkbook.Sheets("SudokuPuzzle")
' put border around each cells
For i = 2 To 10
For j = 2 To 10
ws.Range(Cells(i, j), Cells(i, j)).BorderAround LineStyle:=xlContinuous, Weight:=xlThin, Color:=vbBlack
Next j
Next i
' thick on outside
ws.Range("B2:J10").BorderAround LineStyle:=xlContinuous, Weight:=xlThick, Color:=vbBlack
' thick in 3x3 groups
ws.Range("B2:D4").BorderAround LineStyle:=xlContinuous, Weight:=xlThick, Color:=vbBlack
ws.Range("E2:G4").BorderAround LineStyle:=xlContinuous, Weight:=xlThick, Color:=vbBlack
ws.Range("G2:J4").BorderAround LineStyle:=xlContinuous, Weight:=xlThick, Color:=vbBlack
ws.Range("B5:D7").BorderAround LineStyle:=xlContinuous, Weight:=xlThick, Color:=vbBlack
ws.Range("E5:G7").BorderAround LineStyle:=xlContinuous, Weight:=xlThick, Color:=vbBlack
ws.Range("H5:J7").BorderAround LineStyle:=xlContinuous, Weight:=xlThick, Color:=vbBlack
ws.Range("B8:D10").BorderAround LineStyle:=xlContinuous, Weight:=xlThick, Color:=vbBlack
ws.Range("E8:G10").BorderAround LineStyle:=xlContinuous, Weight:=xlThick, Color:=vbBlack
ws.Range("H8:J10").BorderAround LineStyle:=xlContinuous, Weight:=xlThick, Color:=vbBlack
Application.ScreenUpdating = True
End Sub
The solving performance speed was about 100 times slower than Python. The solved puzzle shown below was finish in about 1 second using Python where the Excel VBA took more than 80 seconds to solve using the identical solving algorithm.

I wanted to provide the macro enable Excel workbook for download by WordPress doesn’t allow .xlsm files (and for good reason). Sorry.
“100 times slower than Python” is misleading, this happens because your code is not optimized. Using VBA and the backtracking algorithm presented in geeksforgeeks.org, the same puzzle solved in 0.078sec. Furthermore, using Bit Masking with Backtracking the solve time further reduced to 0.039sec.