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The blog directory and the blog location were not the same. They were listed under the General Tab as:

https://bfmcmillen.com/blogdirectory
https://www.bfmcmillen.com

Changed that to:

https://bfmcmillen.com/blogdirectory
https://bfmcmillen.com

and the issue resolved.

I discovered the opposite is also true.

https://bfmcmillen.com/blogdirectory
https://www.bfmcmillen.com

Changed that to:

https://bfmcmillen.com/blogdirectory
https://bfmcmillen.com

AND you can change it this way:

https://www.bfmcmillen.com/blogdirectory
https://www.bfmcmillen.com

I cleared the cache from all cookies and restarted the pc. After a new log in to wordpress: problem solved.

Thanks, VirtualLee, that worked great for me.

OMG thank you SO much for this!!!
This solved not only my problems of not being able to preview my edits, but ALSO the problem I had that I could not leave comments myself! The page constantly asked me to log in before leaving a reply (which I want users to do, to minimize spam), but even when I was logged in, the comment box would not appear, only the line telling me to please log in first.
I wanted my URL to show my domain name, and not the actual hosting address, so I used the actual URL for the blog location, and my domainname for the page URL. Changed both to https://www.my-domainname.nl, problem solved! Thanks again!!