EDIT: Should've researched further. This solved it: https://excel.tips.net/T002691_Selecting_Combo_Boxes_in_Locked_Worksheets.html
Simply unlock the cell associated with combo box (right click, format cells, Protection, uncheck 'locked)
I replaced data validation with a combo box form control, which was working fine with the worksheet protected. Now with the combo box I get the message advising me of the sheet protection and it won't accept any changes (it works fine unprotected). I protect the sheet with the below code on WS open (I've seen some answers suggesting UserInterfaceOnly:= true would allow the combo box to function, but that is unfortunately not the case).
Any suggestions?
Private Sub Workbook_Open()
Dim Current As Worksheet
For Each Current In Worksheets
With Current
.Protect UserInterfaceOnly:=True, AllowFormattingColumns:=True, AllowFormattingRows:=True, AllowFiltering:=True
End With
Next
Worksheets("Pivot").UnProtect
End Sub