I have a workbook that pulls data from various sources. Under
EDITLINKSSTARTUP PROMPT, I chose "don't display the alerts and update
links." However, on startup not only does Excel display the alert, initially
it shows link errors until they are fixed manually.

Is there an explanation and, more importantly, a fix for this?

Note that the workbook has VBA code under "this workbook" which
automatically removes sheet protection, updates the Pivot Table and
reprotects the workbook. The workbooks from which it pulls data has the same
type of VBA code.

Thanks for your help