Macro - Insert New Sheet If Value Found

I have a code that copies rows to another sheet if a value in D:D is found. BUT I need to add a "create sheet" IF the value exist.

So if VBA finds the value "TWO" in Column D, then insert a sheet at the end named "Two"

Then the code below will copy all the values of "TWO" over to sheet "TWO"

Dim LR As Long, i As Long
LR = Range("A" & Rows.Count).End(xlUp).Row
For i = 2 To LR
If Range("D" & i).Value = "9" Then Rows(i).Copy Destination:=Sheets("Sheet1").Range("A" & Rows.Count).End(xlUp).Offset(1)
Next i

In essence, the VBA should:
Search for "ONE" in D:D, not find anything and move on.
Search for "TWO" in D:D, will find it, Create a New Sheet named TWO, then the above Code to copy all matching rows into sheet TWO.
Search for "THREE" D:D, not find anything and move on....

There will be roughly 12 sheets created on average, so if I create all sheets beforehand.