Try below array formula and copy across
A6=IFERROR(INDEX('Consolidated List 2017'!A:A,SMALL(IF(MMULT(IFERROR((SEARCH(TRANSPOSE('Consolidated List 2017'!$H$5:$H$19),'Consolidated List 2017'!$B$6:$B$9)>0)+0,0),(ROW('Consolidated List 2017'!$H$5:$H$19)>0)+0)>0,ROW('Consolidated List 2017'!$B$6:$B$9)),ROWS(A$6:A6))),"")

...confirmed by pressing CTRL+SHIFT+ENTER to activate the array, not just ENTER. You will know the array is active when you see curly braces { } appear around your formula. If you do not CTRL+SHIFT+ENTER you will get an error or a clearly incorrect answer.