Note: As of CMSMS 1.11.12 FEU would generate 403 (Unauthorized) errors when an an unauthorized user attempted to access a proected page. This was a semi important security improvement that had to be fixed in the core.
This release of FEU removes the now irrelevant preferences for the behavior of the protected pages.
Users who want to handle 403 errors in a nice way should create a new 'error page' within CMSMS of type 403 Handler. And style that as appropriate.