Auto Filter Stops Working

[Yen]

I have this nagging problem using auto filters & it happens often in
different workbook files.

The problem is that one minute I am able to use the Auto filter function
just fine & then the next minute it just stops working. When the auto filter
function is working, the the row numbers are coloured in blue, to indicate I
have a hidden section, but whenever my auto filter problems occur the row
numbers are grey & it looks like I have just hidden some rows.

To get my spreadsheet working again, I need to:
1) Remove the Auto Filter function, and
2) Select the hidden area & unhide it

Usually this happens when I am working in larger files.

Does anyone have any idea is causing this & how it can be fixed?

Thanks