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Default VLOOKUP on multiple columns

I am trying to write a validation formula that can evaluate 4 columns.

The issue is I need to use a list the is 50.000 items in length. I want to
store the list in an external workbook. In using VLOOKUP an error message
occurs when trying to save a spreadsheet linking to an extrenal worksheet in
which the list exceeds 16000 + rows. I have tried to place the list of
items in 4 columns, each with own range name.

How can I write a VLOOKUP formula that will look at all 4 columns. That is
if the item is not found in ColA then look in ColB if not ColB then ColC, etc


 
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