Can Data Validation be populated as an Array

[USAMax]

I had someone who is brilliant come up with this idea and it works like a charm but the problem is that the Array is in memory and when I close Excel and reopen it the Array is gone and the Data Validation is lost. Below is the code and you will see the array, "ary" is converted into the string, "S"

I am looking for a way to make this work when I reopen the file.

Sub DVMakerRightColumn()
    Dim col As Collection
    Set col = New Collection
    Dim N As Long, I As Long, S As String
    '
    ' get the data
    '
    With Sheets("Merchhier")
        N = .Cells(Rows.Count, "G").End(xlUp).Row
        For I = 8 To N
            v = .Cells(I, "G").Value
            On Error Resume Next
            col.Add v, CStr(v)
            On Error GoTo 0
        Next I
    End With
    '
    ' remove duplicates
    '
    ReDim ary(1 To col.Count) As Variant
    For I = 1 To col.Count
        ary(I) = col.Item(I)
    Next I
    '
    ' sort the array
    '
    Call ShellSort(ary)
    '
    ' build the data validaton string
    '
    S = Join(ary, ",")
    test1 = Len(S) '
    ' set up the data validation
    '
    With Selection.Validation
            .Delete
            .Add Type:=xlValidateList, AlertStyle:=xlValidAlertStop, Operator:= _
            xlBetween, Formula1:=S
            .IgnoreBlank = True
            .InCellDropdown = True
            .InputTitle = ""
            .ErrorTitle = ""
            .InputMessage = ""
            .ErrorMessage = ""
            .ShowInput = True
            .ShowError = True
    End With
End Sub

Public Sub ShellSort(A() As Variant)
    Dim I As Long, J As Long, Low As Long, Hi As Long
    Dim Temp As Variant
  Low = LBound(A)
  Hi = UBound(A)
  J = (Hi - Low + 1) \ 2
  Do While J > 0
    For I = Low To Hi - J
      If A(I) > A(I + J) Then
        Temp = A(I)
        A(I) = A(I + J)
        A(I + J) = Temp
      End If
    Next I
    For I = Hi - J To Low Step -1
      If A(I) > A(I + J) Then
        Temp = A(I)
        A(I) = A(I + J)
        A(I + J) = Temp
      End If
    Next I
    J = J \ 2
  Loop
End Sub

Thanks,