Q:

Excel VBA embedded FOR Loop to exclude cells from the outer conditional

Starting with the following code:
Dim lastRow As Long
    With ActiveSheet
       lastRow = .Range("C" & .Rows.Count).End(xlUp).Row
    End With

Dim HeadCell As Range
    For Each HeadCell In Range("C1:C" & lastRow)

    If Len(HeadCell) < 6 And Len(HeadCell) > 1 Then

        HeadCell.Select

        With Selection.Font
            .Bold = True
            .Underline = xlUnderlineStyleSingle
        End With

    Else
    End If

    ActiveCell.Offset(1, 0).Select
    Next

This works so far as I expected. It goes thru my worksheet scanning column "C" for values of a certain length and then formats it accordingly. What I'd prefer it do is check if the cell was any other particular value, and if true, ignore the formatting requirement and move on to the next cell as per usual. 
I thought that adding an embedded For loop would do this, but my logic must be wrong because it essentially ignores the For loop completely and runs it as normal. 
If Len(HeadCell) < 6 And Len(HeadCell) > 1 Then
        For i = 1 To 99
            If HeadCell = i Then
                Exit For
            End If
        Next i

I'm actually looking for to ignore cells that have values equal 1 thru 99.  That's not a typo. If the HeadCell has a value equal to 1 thru 99, then ignore the formatting part of the original conditional and move on to the next cell. 

A:

There are 2 ways to solve the issue:
Using an IF
Just add a second if statement in your for loop and place the code inside that if. (see the 2 separate lines in the code below for what to add)
Your for loop code would look like this:
For Each HeadCell In Range("C1:C" & lastRow)

If Len(HeadCell) < 6 And Len(HeadCell) > 1 Then

   if HeadCell <= 0 OR HeadCell >= 100 then  

        HeadCell.Select

        With Selection.Font
            .Bold = True
            .Underline = xlUnderlineStyleSingle
        End With

   End If

Else
End If

ActiveCell.Offset(1, 0).Select
Next

Continue in the for loop
You tried to continue with the first loop, but exit for just exits that loop. You're looking for Next nextcell

