Paste and on Error display msgbox using with statement - excel

Question

I need some advice to rectify the code below. I have this code to copy paste lines to another sheet for data compilation purpose. And I'm running well using the with statement below, the problem is, when there's no data to paste, I do not know how to end the code with message box.
I see the similar question above, but how to comply the code into the With statement of VBA below?
Following is the code I read from other user, to return message box if error.
If Err Then
MsgBox "Nothing to paste!"
Err.Clear
End If
My original code, without the Message box return.
*Sub FnLstRow()
Application.ScreenUpdating = False
Dim LR As Long
ThisWorkbook.Worksheets("Data").Select
LR = Cells(Rows.Count, "AO").End(xlUp).Row
Cells(LR, 1).Offset(1, 0).EntireRow.Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
With Sheets("LatestData")
.Cells(.Rows.Count, "A").End(xlUp).Offset(1, 0).PasteSpecial Paste:=xlPasteValues
End With
Application.CutCopyMode = False
Range("A1").Select
Application.ScreenUpdating = True
End Sub**

Answer 1

this is a suboptimal solution that might not work but you could try: I created a dynamic array and tried to pass your entire selection into it. If the selection had no values, it will select all of the remaining cells in the sheet, and it is likely too large to pass into the array, resulting in a run time error. I didn't touch your code except for creating the array and adding the error handling section. I hope it works lol
Sub FnLstRow()
Application.ScreenUpdating = False
Dim LR As Long
Dim Arr() As Variant
ThisWorkbook.Worksheets("Data").Select
LR = Cells(Rows.Count, "AO").End(xlUp).Row
Cells(LR, 1).Offset(1, 0).EntireRow.Select
Range(Selection, Selection.End(xlDown)).Select
On Error GoTo Handler
Arr = Selection
On Error GoTo 0
Selection.Copy
With Sheets("LatestData")
.Cells(.Rows.Count, "A").End(xlUp).Offset(1, 0).PasteSpecial Paste:=xlPasteValues
End With
Application.CutCopyMode = False
Range("A1").Select
Application.ScreenUpdating = True
Exit Sub
Handler:
MsgBox "Nothing to paste!"
End Sub