Thank you all for your replies. They've been very helpful, and thanks for the tip about the publish this menu option. The publish this menu option is displayed out of sight, above the fold, and on the opposite side to where you make the changes. So I didn't see it.
When you have made changes, there is a Save Menu Item button. But for reasons I can't fathom, the Publish this menu button is completely out of sight, at the top left of the page. See screenshot below
So my solution to this last issue was to untick the option to let guests see unread content. I'd tried that before and saved the changes, but as described above, I did not see the published this menu option.
I'm surprised that we are allowed to let people see content that they are not allowed to, and therefore generating errors. But I do have to admit that I've only just seen the text underneath the option to "let me choose..", Which warns of this very thing. So that's my bad.
I appreciate that there might be certain things a forum owner might want to show to guests - maybe to tempt them to sign up, though if this is the case, I think it would be a good idea to send people who are not authorised to view certain aspects to a signup page saying join our forum to see this content instead of generating an error page.