You will have to Trick Excel ;)

Here is an example. Replace that comma with a similar looking character whose ASC code is 0130

Dim dList As String

dList = Range("B14").Value

'~~> Replace comma with a similar looking character
dList = Replace(dList, ",", Chr(130))

With Range("D14").Validation
    .Delete
    .Add Type:=xlValidateList, AlertStyle:=xlValidAlertStop, Operator:= _
    xlBetween, Formula1:=dList
    .IgnoreBlank = True
    .InCellDropdown = True
    .InputTitle = ""
    .ErrorTitle = ""
    .InputMessage = ""
    .ErrorMessage = ""
    .ShowInput = True
    .ShowError = True
End With

Create a named range ValidValues that contains your list items; use that named range in the data validation formula =ValidValues. If the number of valid values can change, I suggest you make the named range refer to a table column, like SomeTable[SomeColumn] - that way any new value in that column will automatically be part of the named range and thus, automatically added to the list of valid values.

You can use the ASCI character "ALT-0130". This will look like a comma but it won't be used to separate in the validation.