Pulling the Answer from the comments to prevent link rot.
Patrick O'Beirne @ sysmod wrote a class set that addresses this issue.
Be sure to stop by Patirk's Blog to say thanks! Also there is a chance he has a newer version.
save this as a plain text file named KeyValuePair.cls and import into Excel
VERSION 1.0 CLASS
BEGIN
MultiUse = -1 'True
END
Attribute VB_Name = "KeyValuePair"
Attribute VB_GlobalNameSpace = False
Attribute VB_Creatable = False
Attribute VB_PredeclaredId = False
Attribute VB_Exposed = False
Option Explicit
'Unrestricted class just to hold pairs of values together and permit Dictionary object updating
Public Key As String
Public value As Variant
save this as a plain text file named Dictionary.cls and import into excel
VERSION 1.0 CLASS
BEGIN
MultiUse = -1 'True
END
Attribute VB_Name = "Dictionary"
Attribute VB_GlobalNameSpace = False
Attribute VB_Creatable = False
Attribute VB_PredeclaredId = False
Attribute VB_Exposed = False
Option Explicit
'Collection methods: Add, Count, Item, Remove
'Dictionary : .Add(Key as string, Item as variant), .CompareMode, .Count, .Exists(Key); _
.Item(Key) - writeable, .Items, .Keys, .Remove(Key), .RemoveAll
'plus KeyValuePairs collection, KeyValuePair(Index as long), Tag as variant
' 25-11-2011 KeyValuePair helper object
Public KeyValuePairs As Collection ' open access but allows iteration
Public Tag As Variant ' read/write unrestricted
Private Sub Class_Initialize()
Set KeyValuePairs = New Collection
End Sub
Private Sub Class_Terminate()
Set KeyValuePairs = Nothing
End Sub
' in Scripting.Dictionary this is writeable, here we have only vbtextCompare because we are using a Collection
Public Property Get CompareMode() As VbCompareMethod
CompareMode = vbTextCompare '=1; vbBinaryCompare=0
End Property
Public Property Let Item(Key As String, Item As Variant) ' dic.Item(Key) = value ' update a scalar value for an existing key
Let KeyValuePairs.Item(Key).value = Item
End Property
Public Property Set Item(Key As String, Item As Variant) ' Set dic.Item(Key) = value ' update an object value for an existing key
Set KeyValuePairs.Item(Key).value = Item
End Property
Public Property Get Item(Key As String) As Variant
AssignVariable Item, KeyValuePairs.Item(Key).value
End Property
' Collection parameter order is Add(Item,Key); Dictionary is Add(Key,Item) so always used named arguments
Public Sub Add(Key As String, Item As Variant)
Dim oKVP As KeyValuePair
Set oKVP = New KeyValuePair
oKVP.Key = Key
If IsObject(Item) Then
Set oKVP.value = Item
Else
Let oKVP.value = Item
End If
KeyValuePairs.Add Item:=oKVP, Key:=Key
End Sub
Public Property Get Exists(Key As String) As Boolean
On Error Resume Next
Exists = TypeName(KeyValuePairs.Item(Key)) > "" ' we can have blank key, empty item
End Property
Public Sub Remove(Key As String)
'show error if not there rather than On Error Resume Next
KeyValuePairs.Remove Key
End Sub
Public Sub RemoveAll()
Set KeyValuePairs = Nothing
Set KeyValuePairs = New Collection
End Sub
Public Property Get Count() As Long
Count = KeyValuePairs.Count
End Property
Public Property Get Items() As Variant ' for compatibility with Scripting.Dictionary
Dim vlist As Variant, i As Long
If Me.Count > 0 Then
ReDim vlist(0 To Me.Count - 1) ' to get a 0-based array same as scripting.dictionary
For i = LBound(vlist) To UBound(vlist)
AssignVariable vlist(i), KeyValuePairs.Item(1 + i).value ' could be scalar or array or object
Next i
Items = vlist
End If
End Property
Public Property Get Keys() As String()
Dim vlist() As String, i As Long
If Me.Count > 0 Then
ReDim vlist(0 To Me.Count - 1)
For i = LBound(vlist) To UBound(vlist)
vlist(i) = KeyValuePairs.Item(1 + i).Key '
Next i
Keys = vlist
End If
End Property
Public Property Get KeyValuePair(Index As Long) As Variant ' returns KeyValuePair object
Set KeyValuePair = KeyValuePairs.Item(1 + Index) ' collections are 1-based
End Property
Private Sub AssignVariable(variable As Variant, value As Variant)
If IsObject(value) Then
Set variable = value
Else
Let variable = value
End If
End Sub
Public Sub DebugPrint()
Dim lItem As Long, lIndex As Long, vItem As Variant, oKVP As KeyValuePair
lItem = 0
For Each oKVP In KeyValuePairs
lItem = lItem + 1
Debug.Print lItem; oKVP.Key; " "; TypeName(oKVP.value);
If InStr(1, TypeName(oKVP.value), "()") > 0 Then
vItem = oKVP.value
Debug.Print "("; CStr(LBound(vItem)); " to "; CStr(UBound(vItem)); ")";
For lIndex = LBound(vItem) To UBound(vItem)
Debug.Print " (" & CStr(lIndex) & ")"; TypeName(vItem(lIndex)); "="; vItem(lIndex);
Next
Debug.Print
Else
Debug.Print "="; oKVP.value
End If
Next
End Sub
'NB VBA Collection object index is 1-based, scripting.dictionary items array is 0-based
'cf Scripting.Dictionary Methods s.Add(Key, Item), s.CompareMode, s.Count, s.Exists(Key); _
s.Item(Key) - updateable, s.Items, s.Key(Key), s.Keys, s.Remove(Key), s.RemoveAll
'Scripting.Dictionary has no index number; you can index the 0-based variant array of Items returned
' unlike Collections which can be indexed starting at 1
'Efficient iteration is For Each varPair in thisdic.KeyValuePairs
'Another difference I introduce is that in a scripting.dictionary, the doc says
' If key is not found when changing an item, a new key is created with the specified newitem.
' If key is not found when attempting to return an existing item, a new key is created and its corresponding item is left empty.
'but I want to raise an error when addressing a key that does not exist
'similarly, the scripting.dictionary will create separate integer and string keys for eg 2
