I have been trying to change a instrument.
I then noticed I was trying to change instrument in a .mgu file, as I have a other midi track with a notation.
Is this whats expected?
So do I need to back to my original .sgu to change instrument, then add my notation again, and resave as .mgu?

mgu is just an sgu file with a melody. record a melody, save it and yuur sgu file become an mgu.

instrument changes should be the same in both - what is the problem you are having?

The mgu will not let me change any of the instruments, I went back to last week's sgu, and I can change them.
No tracks are frozen
What else can cause it?

The only thing that I can think of is a corrupted file. That does happen on occasion.

OK.
I have recreated the mgu, and yes I can now change instruments.
it sounds like the file got corrupt somewhere along the line.

S is there any point in keeping the shu file? or is it safe to delete it?

Now that you have solved the problem it is safe to delete the sgu file.