# [Python 3], 89 bytes

<!-- language-all: lang-python -->

    lambda a,b:[i for i in range(a,b)if sum(map(int,str(i)[:-3]))==sum(map(int,str(i)[-3:]))]

[Try it online!][TIO-jjtoayxx]

The range is half-open.
The output numbers does not contains leading zeros.

Some tests results : 

    Example 1 : 
    a = 1000
    b = 1100
    Lucky numbers : [1001, 1010] 
    
    Example 2 : 
    a = 2000
    b = 2100
    Lucky numbers : [2002, 2011, 2020] 

    Example 3 : 
    a = 222000
    b = 222100
    Lucky numbers : [222006, 222015, 222024, 222033, 222042, 222051, 222060] 

[Python 3]: https://docs.python.org/3/
[TIO-jjtoayxx]: https://tio.run/##fcyxDoMgFAXQna94YYIEE4WNhLFb/0AdsNWWVNCgJvXrKaSxbdLW7eXe@864ztfBidCpKvTaNmcNmjWyNNANHgwYB167S0tiSk0H02KJ1SMxbmbT7ImhpcxETalSP6pMyFjVYfQxJBjjw13bsW@hAAlIg4Iiz3PUpCNe6Licbiu4xTatn0DGB9aRNGGppgxXDlOEvji@cXzj@F8uTRjf5cSL42@Q75D8ifJPNjwA "Python 3 – Try It Online"