I am conducting a confirmatory factor analysis examining a three-factor model using R's lavaan package. My factors are shifting, working memory, and response inhibition. I used the modindices function to see if there was any modification index that would reduce my chi-square by 10 or more. It told me that two of my response inhibition variables highly covaried, so I redid the model and accepted the suggestion. As expected, the model improved and my loading coefficients for response inhibition evened out, but all of a sudden the standardized factor loadings for shifting became "NA." What does this mean, and why did a tweak in the response inhibition factor affect the shifting factor? In the original model, I had values for the shifting factor (though it was my worst factor). The only change I made in this new model was drawing the covariance between the two suggested response inhibition variables.