Deleting Weekends and unrequired workhours

Ok , I have HUGE HUGE list of financial data covering up to 1 m+ rows in excel. In range a1 , i have the date , i want to delete rows which have weekends and contain workhours from 15:30 to 9:00am

Now i wrote a very very inefficient macro(coz i tried running it) , Is there a faster way , i have been reading about autofilter would be a faster way, but how can I achieve so ?

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Since my weekend dates were always in column 1 , i wrote/recorded this to achieve the same

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Very inefficient but gets the job done.