I think your problem might not have to do with PHD itself directly... it happens to me from time to time that vibrations from the filter wheel turning (especially if the destination filter is several slots away), is strong enough to make PHD loose its lock. If you have a long FL scope, any small vibration will impact the star and if on top of that the focus changes, then you might end up having this kind of problem.... I've been looking for a way to have SGP automatically stop guiding for a couple of seconds before moving the filter wheel and resume after a few seconds to allow for settling (or after autofocus), but I haven't found a way...