我还没有测试，如果你的整个代码的作品，因为我不知道什么样的数据，你使用...但这确实编译。
你必须做的是确保开始时所有单元格都解锁，然后脚本的锁定部分可以实际锁定它们：

Sub ABCD()
    
    Application.ScreenUpdating = False
    
    Dim data_sh As Worksheet
    Set data_sh = ThisWorkbook.Sheets("1234")
    
    Dim setting_sh As Worksheet
    Set setting_sh = ThisWorkbook.Sheets("5678")
    
    Dim nwb As Workbook
    Dim nsh As Worksheet
    
    'get unique NAME
    
    setting_sh.Range("A:A").Clear
    data_sh.AutoFilterMode = False
    data_sh.Range("C:C").Copy setting_sh.Range("A1")
    
    setting_sh.Range("A:A").RemoveDuplicates 1, xlYes
    
    Dim i As Integer
    
    For i = 2 To Application.CountA(setting_sh.Range("A:A"))
    
        data_sh.UsedRange.AutoFilter 3, setting_sh.Range("A" & i).Value
    
        Set nwb = Workbooks.Add
        Set nsh = nwb.Sheets(1)
        
        data_sh.UsedRange.SpecialCells(xlCellTypeVisible).Copy nsh.Range("A1")
        nsh.Columns("A:U").AutoFit
        If Range("P" & i) = "ERROR" Then
            ' I'm assuming you're working with data_sh here... but idk
            ' I would consider making it absolute.
            data_sh.Unprotect "This is a password"
                data_sh.Range("Q" & i).Locked = True
            data_sh.Protect "This is a password"
        End If
        
        nwb.SaveAs "C:\Users\cameron\Documents"
        nwb.Close False
        data_sh.AutoFilterMode = False
        
    Next i
    
    setting_sh.Range("A:A").Clear

End Sub