When I first opened the settings and saw the page preview, I saw the top blue header, and the blue color, and when I changed the color to red and saved it but the preview didn't change. I was a bit confused what was happening and then I actually read the text and realised I was in Button instead of Header. If there was a button element in the preview I would have seen it change, or if the Header section was opened by default I would have changed a color there and seen the change.
This should no longer be a common problem as onboarding will guide you through the space creation flow, so when you reach the customisation screen your community will have an empty published space to preview.
