Create List with VBA

Try this.

Sub CreateRankingSheet()
Dim wsRank As Worksheet

    Set wsRank = Sheets.Add
    
    With wsRank
        .Range("A1:D1").Value = Array("Ranking", "Category", "Name", "ID")
        .Range("A2").Value = 1
        .Range("A2").Resize(1010).DataSeries Rowcol:=xlColumns, Type:=xlLinear, Date:=xlDay, _
        Step:=1, Trend:=False
        .Range("B2:B36").Value = Application.Transpose(Split("DOM1,PKG,DOM1,INT,EU,DOM1,PKG,DOM1,INT,EU,DOM1,PKG,DOM1,INT,EU," & _
                                       "DOM2,PKG,DOM2,INT,EU,DOM2,PKG,DOM2,INT,EU,DOM2,PKG,DOM2,INT,EU," & _
                                       "DOM1,PKG,DOM1,INT,EU", ","))
        .Name = "Ranking"
    End With
    
End Sub

Kind of thought you might want to do something more with column B.

Are those definitely the exact values you want repeated down column B?

That would mean the values in column B would end before/after the values in column A.

This will do what you want but as Norie said it would mean column A is 5 numbers short.

Sub CreateRankingSheet()
    Dim wsRank As Worksheet

    Set wsRank = Sheets.Add
    
    With wsRank
        .Range("A1:D1").Value = Array("Ranking", "Category", "Name", "ID")
        .Range("A2").Value = 1
        .Range("A2").Resize(1010).DataSeries Rowcol:=xlColumns, Type:=xlLinear, Date:=xlDay, _
        step:=1, Trend:=False
        For i = 2 To 1010 Step 35
            .Cells(i, 2).Resize(35).Value = Application.Transpose(Split("DOM1,PKG,DOM1,INT,EU,DOM1,PKG,DOM1,INT,EU,DOM1,PKG,DOM1,INT,EU," & _
                                       "DOM2,PKG,DOM2,INT,EU,DOM2,PKG,DOM2,INT,EU,DOM2,PKG,DOM2,INT,EU," & _
                                       "DOM1,PKG,DOM1,INT,EU", ","))
         Next
        .Name = "Ranking"
    End With
End Sub