I click the note icvon.  Write my note and click post.  I position my cursor where I want the Blue N on the chart and left click.  The Blue N appears but later leaves.  What am I missing?

When you create a Note, the date and time of the Note will be the date and time that the note was written. It cannot be changed and you cannot click on the chart to make the note appear on a particular bar.

There is an issue with the Note Markers where they plot one bar to the right of where they should actually plot based on the date and time of the Note. I suspect this is what is causing your issue of disappearing Note Markers.

You make a Note and there is initially a Note Marker placed on the current bar. But then if you where to switch symbols and come back for example, the Note Marker would be plotted one bar to the right. And since the bar where it is supposed to be plotted is the current bar, the bar that is one bar to the right does not exist yet, so you don't get a Note Marker placed on the chart.

You probably already know this and I suspect it is checked based on your description of what is happening, but also keep in mind that you need to have Show Note Markers on Chart checked in the Tools menu for the Note Markers to appear at all.