A code should store in memory anytime the CEL comes on. Very odd. Reading codes is not rocket science, so I wouldn't even chalk it up to AutoZone servic etech incompentence. Hmm... very strange.
I don't know what puts a VX in limp-home mode (but I'll give you a dissertation on what can cause it in an '89 Porsche!). Anyone know?
I had misfires due to water in the the spark plug well after power-washing the engine, which acts like a limp-home mode. Did you do anything like that recently?
There's always the impossible-to-disprove electrical gremlins theory...
Good luck!