Data validation (Lists) in VBA

I put them a bit in context. As an example:

I have a table with data and in column A there are a number of countries but in some cells those countries can come empty (and the entry of data must be filled with a list validation) and in column B these are the cities which, depending on the country you select, should be shown in the validation, only those that belong to that country.

So far everything is correct, if I apply the list using a macro in VBA it is something like this:

With Selection.Validation
        .Delete
        .Add Type:=xlValidateList, AlertStyle:=xlValidAlertStop, Operator:= _
        xlBetween, Formula1:="=OFFSET('COMBINATIONS'!" & AOrigin & ", MATCH(" & ACell & "," & AList & ",0)-1,1,COUNTIF(" & AList & "," & ACell & "),1) "
        .IgnoreBlank = True
        .InCellDropdown = True
        .ErrorTitle = ""
        .ErrorMessage = ""
        .ShowInput = True
        .ShowError = True
    End With

The detail arises when, for example, in column A the cell is empty. When wanting to assign the data qualification the VBA compiler throws me " Error defined by function or object ".

If this process is done manually, it sends me an error message which I can omit and the validation is carried out, and once the person selects a country the validation for the cities works. My question here is:

Is there a possibility that within the VBA code you can assign this validation independently of whether the cell corresponding to the country is empty?

Thank you very much in advance.