I made the move to iThemes Security 4.0.21 this morning from WP Security. I deactivated WPSecurity, and the upgrade went fine. No site errors, or configuration settings issues.
However, I immediately had repeated database errors like this:
[Sat Apr 12 12:06:00 2014] [error] [client 126.96.36.199] WordPress database error Table 'name_mu.wp_itsec_lockouts' doesn't exist for query SELECT
lockout_expire_gmt > '2014-04-12 19:06:00' AND
lockout_host='188.8.131.52'; made by require_once('wp-load.php'), require_once('/var/www/vhosts/domain.com/wp-config.php'), require_once('wp-settings.php'), do_action('init'), call_user_func_array, ITSEC_Lockout->check_lockout, referer: http://www.domain.com/wp-admin/network/admin.php?page=toplevel_page_itsec_settings
Looking at the database, I noticed that the plugin does create for each of my sites (# = Site ID):
But that's the problem; the plugin is looking for the Table wp_itsec_lockouts, etc., with no site ID and that Database Table was not created.
SO... a workaround... I copied/created the three needed tables, naming them without the site ID numbers, and the plugin errors are gone.