Create multiple ranges based on an index of values that are also used as range names

Still pretty easy this way:

Sub CreateNames()
Dim rngA As Range, a As Long

With ActiveSheet
    Set rngA = .Range("A:A").SpecialCells(xlConstants)
    
    For a = 1 To rngA.Areas.Count
        ActiveWorkbook.Names.Add Name:=rngA.Areas(a).Cells(1).Value, _
            RefersTo:=rngA.Areas(a).CurrentRegion
    Next a
End With

End Sub