EnableEvents has no affect on objects placed on a worksheet. It only
affects pure Excel workbook/worksheet/etc., events. Just like it has no
affect on userforms.

You have to set your own flags, e.g.:

Dim NoEvents as Boolean

Sub FillCombo(Category As Collection, MyCombo As MSForms.ComboBox)
NoEvents = True
...other code
NoEvents = False
End Sub

Private Sub ComboBox2_Change()
If NoEvents = False Then
FilterSub
End if
End Sub

--
Jim Rech
Excel MVP