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As chalfie said, sounds like you want to use a merge in PowerQuery.
But even doing it using an xlookup in standard Excel should only take a few minutes. My NUC which has a 5 year old mobile processor in it did that easily for a million rows looking up against a million rows.
With PQ Merg function, why could I only Merg into one sheet/the original source data rather than whichever one I chose?
Did you Merge as New? If so you should be able to choose whichever from the drop downs.
Getting a bit stuck. Basically my VM can't handle my sheet long enough to finish the formula. What terms do I need to search for/guide on how to do this in PQ?
In sheet 1, column D
xlookup($A2, 'sheet2'!$A:$A, 'sheet2'!$J:J)
then do that for a billion rows down Column D
then repeat a similar formula for column E to return a different column in Sheet 2 and so on.