Macro, while Running, Stops Excel from Responding

Sometimes pounding on the Esc key will cause a "break" in the processing

There is the facility to have a macro break into "Debug" mode - but you should ensure the developer tab is shown on the ribbon

And - you can always use the messagebox - in association with status updates -
invite the screen viewer to indicate when the message input facility should next be presented.

Those do, however require the excel session be running with the display being active, rather than as a background task.
and - ideally there should be an option/entry to bethe "debug" now option,
Debug.Assert False

and a just get on with it till it ends option

and there is the ask every nnnnn lines mode where the user enters the nnnnn into the messagebox, to set a loop


And - for "professional debugging -

have a bit of code to check for the existence of a logging file, specific name & location
with a specific content as the first line - just so the process knows it is it's logging file for output
that to have a second line giving:

number of the data blocks/rows etc. to process before writing to the log file
number of blocks/rows of data processing to be logged,
action to take at that point of done all them, - ask how many more ?
level of information to post to the log -
row/block number in the input?, with the identifying keys?, and the data, and row/block number generated in the output ? or id of entry updated ?

you get the concept -

that allows a remote operation for a client to have problem diagnostics created -
written (appended) to the log file wit the creation of that file being under the user's, or IT support staff control, and it's renaming, and moving (sending) to a location for you to view it in it's entirety,
or for them to extract whatever entries seem to cause the glitch in the processing.

And for those with unix utilities - there is the Unix/Linux tail command

Also - do remember autosave should be at intervals that are long enough for the block of entries, or all the process to be performed.

Another approach is to create a look-alike progress bar. This can be achieved by having a wide(ish) cell or a merged row with a conditional format of 'Data Bar' and a minimum value of 0 and a maximum of whatever equates to 100% of the macro loops. The format of the cell needs to be set to "Processing Row:";;; and the next cells to the right set to the current progress, ' of ' and the maximum. I have my data bar set to a solid bar, solid fill, left to right and green. I have 2 other conditional formats - one that set the background of the 'slider' to red if the number processed is > 0, then as soon as the macro starts it write a value to the status bar cell, so the bar appears green on red, with the green bit gradually obscuring the red. The second conditional sets the cell font color to white if the cell value is 0. When the macro finishes it sets the bar value to 0, so the text 'vanishes'.

If the macro is running with screenupdating set to false, it has to be set to true just before the new number is written to the bar cell and then set back to false immediately after.

My Excel Toolbox includes the freely available ProgressBar_Text and ProgressBar_Form procedures. ProgressBar_Text uses the status bar. ProgressBar_Form includes a user form. I like to use the latter with Lightbox_Initiate to obscure the Excel window while a long macro is running, followed by Lightbox_Terminate. See https://sites.google.com/view/MyExcelToolbox/