Ach ja, habe deine anderen Punkte etwas außer Acht gelassen. Sollte aber eigentlich auch damit beantwortet sein.

Kopiert wird wenn etwas gefunden wurde. Du willst das Gegenteil, oder?

Option Explicit
 
Sub prufen()
Dim i As Integer
Dim j As Integer
Dim k As Integer
Dim shPrüfen As Worksheet
Dim W1, W2, rng2 As Range
Dim gefunden As Boolean
 
    With Worksheets("seite1")
        W1 = .Range(.Cells(Rows.Count, 1).End(xlUp), .Cells(3, 5)).Value
    End With
    With Worksheets("seite2")
        Set rng2 = .Range(.Cells(Rows.Count, 1).End(xlUp), .Cells(2, 21))
        W2 = rng2.Value
    End With
    Set shPrüfen = Worksheets("zuPrüfen")
     
    For j = 1 To UBound(W2)
        For i = 1 To UBound(W1)
            If W2(j, 1) = W1(i, 1) And _
               W2(j, 21) = W1(i, 2) And _
               W2(j, 9) = W1(i, 3) And _
               W2(j, 8) = W1(i, 4) And _
               (W2(j, 6) <= W1(i, 5) Or W1(i, 5) = "") _
               Then
                    gefunden = True
                    Exit For
            End If
        Next i
        If not gefunden Then

            k = k + 1
            With shPrüfen
                .Cells(k, 1).Value = W2(j, 1)
                .Cells(k, 2).Value = W2(j, 21)
                .Cells(k, 3).Value = W2(j, 9)
                .Cells(k, 4).Value = W2(j, 8)
                .Cells(k, 5).Value = W2(j, 6)
                .Cells(k, 6).Value = W2(j, 12)
            End With
        else:            gefunden = False
        End If
    Next j
    rng2.Value = W2
     
End Sub

Oder deine Variante:

Option Explicit
 
Sub prufen()
Dim i As Integer
Dim j As Integer
Dim k As Integer
Dim shPrüfen As Worksheet
Dim W1, W2, rng2 As Range
DIm E& 'Schleife 2 Ende

    With Worksheets("seite1")
        W1 = .Range(.Cells(Rows.Count, 1).End(xlUp), .Cells(3, 5)).Value
    End With
    With Worksheets("seite2")
        Set rng2 = .Range(.Cells(Rows.Count, 1).End(xlUp), .Cells(2, 21))
        W2 = rng2.Value
    End With
    Set shPrüfen = Worksheets("zuPrüfen")
    E=UBound(W1)

    For j = 1 To UBound(W2)
        For i = 1 To E
            If W2(j, 1) = W1(i, 1) And _
               W2(j, 21) = W1(i, 2) And _
               W2(j, 9) = W1(i, 3) And _
               W2(j, 8) = W1(i, 4) And _
               (W2(j, 6) <= W1(i, 5) Or W1(i, 5) = "") _
               Then
                    Exit For
            End If
        Next i
        If i=E+1 Then

            k = k + 1
            With shPrüfen
                .Cells(k, 1).Value = W2(j, 1)
                .Cells(k, 2).Value = W2(j, 21)
                .Cells(k, 3).Value = W2(j, 9)
                .Cells(k, 4).Value = W2(j, 8)
                .Cells(k, 5).Value = W2(j, 6)
                .Cells(k, 6).Value = W2(j, 12)
            End With

        End If
    Next j
    rng2.Value = W2
     
End Sub

In dem Fall und ohne nachfolgende Schleifen um etwas kürzer ^^