Help with INDEX / MATCH

This part
INDEX(DATA!$C$2:$C$35&DATA!$D$2:$D$35=$C2&$D2,)
is taking two ranges from column C and D from Data sheet and by comparing with Surname and Firstname returning range of TRUE/FALSE statements
then
MATCH(TRUE,INDEX(DATA!$C$2:$C$35&DATA!$D$2:$D$35=$C2&$D2,),0))
will find the position in the array
then
INDEX(DATA!A$2:A$35,MATCH(TRUE,INDEX(DATA!$C$2:$C$35&DATA!$D$2:$D$35=$C2&$D2,),0))

Returns the corresponding cell from column A or B
.
The IFERROR function returns “" if there is no match.
Use Evaluate Formula tool from Excel Option to see what's happening.

Hope that helps.

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