Clicking on the preview button results in:
" Warning: Cannot modify header information - headers already sent by (output started at /home/mydomain/wp-content/plugins/bulletproof-security/admin/htaccess/bps-maintenance-values.php "
Turns out a little research indicates this is due to whitespace before the
<?php at the start of the bps-maintenance-values.php file. I manually removed the whitespace and the preview worked fine. However, once I updated the maintenance mode settings the whitespace was once again inserted at the top of the file.