The error occurs because Range("E10000") isn't qualified.
Try this:
Set r = Worksheets("CSV").Range("E1", _
Worksheets("CDV").Range("E10000").End(xlUp))

Efficiency? Get rid of the Selects as much as possible, e.g.:
Worksheets("CSV").Columns("F:G").Delete Shift:=xlToLeft

Hth,
Merjet