Compare 2 columns from separate sheets and create new sheet with data from both

It's clear that the problem originates from the way I'm writing the For loop statements using the variants, but I'm not sure what to change. Still pretty newbie when it comes to VBA syntax.

IMPORTANT:

Sorry, pretty important typo in my first message. Wherever it says "Column Z" for Sheet2, it should be "Column B" instead. So all data in Column I in Sheet1 should compared against all data in Column B in Sheet2., NOT Column Z. But all the other information and the logic remain the same. You can see I am trying to reference Column B in my code by using an index of 2 for the Sheet2 variant. I tried to edit the post but don't see an option anywhere.

Thanks again.

Bumping this in case someone can help me out

I've come up with a sample file to make it clear what I'm trying to solve and attached it to this reply - the result I want from the macro is in Sheet3, and the data is in Sheet1 and Sheet2.