Question

I need to re-apply filter when any data on the worksheet changes. Excel requires to do this manually. How I can re-apply filter programmatically?

Answer 1

I think the easiest way is to remove auto-filter and re-apply it thanks to this kind of VBA Code (you can probably adapt it to VSTO?):

Dim w As Worksheet
Dim filterArray()
Dim currentFiltRange As String

Sub ChangeFilters()

Set w = Worksheets("Crew")
With w.AutoFilter
    currentFiltRange = .Range.Address
    With .Filters
        ReDim filterArray(1 To .Count, 1 To 3)
        For f = 1 To .Count
            With .Item(f)
                If .On Then
                    filterArray(f, 1) = .Criteria1
                    If .Operator Then
                        filterArray(f, 2) = .Operator
                        filterArray(f, 3) = .Criteria2
                    End If
                End If
            End With
        Next
    End With
End With

w.AutoFilterMode = False
w.Range("A1").AutoFilter field:=1, Criteria1:="S"

End Sub

Code found on MSDN

[EDIT] You can also find some valuable information in this thread: Reordering Excel Table Columns with Filters Intact (look at the comments)