I haven't followed up on your suggestions yet, but out of curiosity, I went in and looked at what settings were checked in each of the three categories - web shield, standard shield, internet mail - when these categories were set to "Normal", which, as I explained, they always default to on every reboot.
I was quite surprised at what I discovered. Every relevant setting within these categories was checked. In other words, the protection level was really "High", but for whatever reason the front panel insists on calling it Normal. So my conclusion is that the protection level is actually maxxed out, but is just mis-labelled.