Hack one-liner version. Perhaps more suitable for Code Golf than this forum though. This generates split1, split2, split3 and so on, as filenames.
awk '{if($2>b+9999){a++;b=$2}print >"split" a}' file.txt
To have output files named split001, split002, split003, involves this extra sprintf:
awk '{if($2>b+9999){a++;b=$2}print >sprintf("split%03d",a)}' file.txt