Comments and data moving during filtering.
 

I create a monthly Central worksheet that sources data from 3 other
worksheets using VLOOKUP, the sheet I use as the Master Key has data that
does not appear on the other sheets and displays a '#N/A' value which I
filter out using a not equal to filter, I also add/amend data on the Central
worksheet itself, which becomes a source for the next month.
I need to filter the data on the worksheet in several different ways to
change the data.
I also add comments to cells when the filter is applied.
I am finding that sometimes when I filter and un filter sometimes I get the
'Fixed Values will move' warning, and I also find some of the data shifts
from the correct row.
How can I make sure the data and comments stay in the same cell and relative
row?