It's possible that it could be an issue with the User Account Control (UAC), if that supervisor has it set on a higher level than others. When the UAC is turned on, it restricts what you can do in VBA. To check the UAC level, open the control panel, then 'User Accounts', 'Change User Account Control settings'
One alternative to using Excel VBA to extracting data is to use a web browser based reporting tool with full permission controls that exports regularly to Excel. NetLert's N-Focus Plus reporting tool can do that - it pulls data from CMS, stores it to a database on a server (as a result, you can store unlimited historical interval data), lets you set up any number of permissions for unlimited 'supervisors' so they only see their data or their groups' data, and they can export reports to excel or set up their own automatic daily/weekly/monthly report distribution. It also ties multiple CMS servers together in a single web-based interface, and does real-time and historical reporting... check it out at http://www.netlert.com/nfocus_video_overview.php