If you're still having the problem even after pinning everything to the moving sprite, it's probably because you have the scroll to behavior on your sprite too. I got around this by:
1. remove the "scroll to" behavior
2. instead, go to your even sheet and under system events, select scroll to object and choose the object you wish to follow.
3. on the same event, set your sub objects position to the sprite.
This forces the game to calculate your sub objects position after the scroll is calculated. The final event will look something like:
- scroll to Sprite
- set sub object position to sprite