When a user hits a MAMS protected page the internal CMSMS created 403 Error page is no longer displayed. Instead, it is the web host's own 403 Error page that is displayed.
I have filed a bug report: https://dev.cmsmadesimple.org/bug/view/12803
403 Error page not working after updating to CMSMS 2.2.22
Re: 403 Error page not working after updating to CMSMS 2.2.22
I was not able to recreate this, so it could be something specific to your server environment. Make sure there's nothing related to error pages in your htaccess or similar, then try on a clean install. If it still happens, add more detail to the bug report (MAMS version, operating system, PHP version, etc.)
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