If you want to use AutoFilter and exclude several values, create an array that includes only the "good" values.  Say we start with:

and we want to exclude the Stooges.  We need to create a "Stooge-free" array":
Sub NoStooges()
    Dim rng As Range, c As Collection
    Dim r As Range, v As String, n As Long
    Dim i As Long, arr
    
    Set rng = Range("A2:A20")
    Set c = New Collection
    
    For Each r In rng
        v = r.Value
        If v <> "Larry" And v <> "Moe" And v <> "Curley" Then
            On Error Resume Next
                c.Add v, CStr(v)
            On Error GoTo 0
        End If
    Next r
    
    n = c.Count
    
    ReDim arr(1 To n)
    For i = 1 To n
        arr(i) = c.Item(i)
    Next i
    
    With ActiveSheet
        If .FilterMode Then Cells.AutoFilter
        .Range("$A$1:$A$20").AutoFilter
        .Range("$A$1:$A$20").AutoFilter Field:=1, Criteria1:=(arr), Operator:=xlFilterValues
    End With
        
    
End Sub
The array arr and its associated Collection have only three elements {a, b, c} .  The code produces:
