I figured out how to separate out the information by the different vendors successfully and it copies the first line or column headers but none of the actual information in the table that pertains to the corresponding vendor.
Here is a link to an example file I'm using.
https://www.dropbox.com/s/ar9ptqxqxzr64mv/vba%20redacted.xlsx?dl=0
Here is my code:
Sub Split_Data_in_worbooks()
Application.ScreenUpdating = False
Dim data_sh As Worksheet
Set data_sh = ThisWorkbook.Sheets("Sheet1")
Dim setting_Sh As Worksheet
Set setting_Sh = ThisWorkbook.Sheets("Settings")
Dim nwb As Workbook
Dim nsh As Worksheet
''''' Get unique vendors coding below
setting_Sh.Range("A:A").Clear
data_sh.AutoFilterMode = False
data_sh.Range("D:D").Copy setting_Sh.Range("A1")
setting_Sh.Range("A:A").RemoveDuplicates 1, xlYes
Dim i As Integer
For i = 2 To Application.CountA(setting_Sh.Range("A:A"))
data\_sh.UsedRange.AutoFilter 3, setting\_Sh.Range("A" & i).Value
Set nwb = Workbooks.Add
Set nsh = nwb.Sheets(1)
data\_sh.UsedRange.SpecialCells(xlCellTypeVisible).Copy nsh.Range("A1")
nsh.UsedRange.EntireColumn.ColumnWidth = 15
nwb.SaveAs setting\_Sh.Range("H6").Value & "/" & setting\_Sh.Range("A" & i).Value & ".xlsx"
nwb.Close False
data\_sh.AutoFilterMode = False
Next i
setting_Sh.Range("A:A").Clear
MsgBox "Done"
End Sub