I've had this problem for the Events+ Plugin, the Membership plugin, and the Classifieds plugin too:
Whenever I navigate from a Buddypress page such as (Group/Members etc) to one of the pages of the WPMU plugins like the "Protected" page for Membership plugin, or the "Weekly Calendar" page for Events+ I get a 404 error. If I press refresh once, the page will load normally. This happens every time.
I've tried turning off all plugins, tried the whole permalinks flushing thing, and even chatted extensively with my hosting and they've said that the problem lies with the plugins themselves, because this problem doesn't occur on other pages.
Can someone help because this has made all these plugins I purchased unusable