First, create a new column on Sheet2 in D, filling with:

=A2&CHAR(1)&B2

Copy down to end of data in A,

In Sheet1, D2 copied down:

=IF(COUNTIF(Sheet2!D:D,A2&CHAR(1)&B2),"Yes","No")

In Sheet1, E2 copied down:

=IF(D2="Yes",IF(INDEX(Sheet2!C:C,MATCH(A2&CHAR(1)& B2,Sheet2!D:D,0))=C2,"$OK","$No"),"")