Have you tried simply recording the .Protect part? I get:
ActiveSheet.Protect DrawingObjects:=True, Contents:=True, Scenarios:=True _
, AllowInsertingColumns:=True, AllowInsertingRows:=True, _
AllowDeletingColumns:=True, AllowDeletingRows:=True, AllowSorting:=True
I particularly note that the AllowUserInterfaceOnly argument is not included. You have included it in your code, and I would suspect (not tested though) that this would block the other options from being effective.
Hope that helps,
Mark