Excel Macro for Number Consolidation

I need a macro created for Excel to assist with organizing numbers across two columns.

Requirements:
- Column A has a list of numbers.
- Column B has another list of numbers.
- Any number in Column B that's not in Column A should be added to Column A.
- New numbers should be inserted at the next available line in Column A.
- The macro should be applied to a specific sheet.
- Prompt me to save changes before closing.

Ideal Skills and Experience:
- Proficiency in Excel macros.
- Experience with VBA (Visual Basic for Applications).
- Attention to detail to ensure accuracy in data manipulation.