Looping through unkown sheet names

You need the dot before the Range i.e.

Dim z As Integer
Dim lrow As Long

For z = 1 To Sheets.Count
    With Worksheets(z)
        Rows("1:2").Select
    Selection.Insert Shift:=xlDown
    .Range("A1:K1").Select
    With Selection
        .HorizontalAlignment = xlCenter
        .VerticalAlignment = xlBottom
        .WrapText = False
        .Orientation = 0
        .AddIndent = False
        .IndentLevel = 0
        .ShrinkToFit = False
        .ReadingOrder = xlContext
        .MergeCells = False
    End With
    Selection.merge
    End With
    Next z