'No access' image showing instead of my defined 'No access page'

Hi, I have membership 2.1.4 on WP 3.3.1 + BP 1.5.3.1.

I have set-up protected groups to prevent non-members downloading specific pdf documents. When a non-authorised user clicks the download links, they get directed to a 'No access' flat picture - rather than to the 'no access page' I have set up in the options page.

Could you please check attached screenshots and let me know what I need to change to have them directed to my no-access page instead? Many thanks!