Yes, 'it happens'...
I lost comments and bookmarks several times and developed the suspicion that Calibre could be one of the reasons to make it happen (reader pluged into PC, Calibre is started, unplug reader from PC without closing Calibre), but I'm not completely convinced.
That's one of the reasons for using my own version of PRS+ (Zork) which has the possibility to make backups (and of course gives the poss. of restoring them) from all notes, bookmarks and the reading progress.
Slowdown sadly has it's reason in the technic Sony stores notes. If the amount of notes becomes too high the reader will suffer a noticeable slowdown.
Solution: deleting notes.