I just found this snippet, I'll play around with this for a while, the button moves with respect to the current cursor position, I may be able to improve on this later.
Code:
Sub Worksheet_SelectionChange(ByVal Target As Excel.Range)
With ActiveSheet.Shapes("sortAZ")
.Top = Target.Offset(1).Top
.Left = Target.Offset(, 1).Left
End With
...