What else should I look for?
In our preview we try to show what we can, and with the validation we try to test for everything we can. But if the preview doesn't look right, but the validation shows it clear, which is right? As a rule so far, the validation is what you should look at. But another item you can use is go into the developer tools in any browser and look at the console to see any logged errors. For example, in Chrome you can press F12 and click on the console tab to see them.
Errors may show messages about the site being secure but trying to load an insecure resource, and those are cases that need to be fixed. But there may be other errors. You'll want to compare this test vs your current site to find out if your current site has any errors currently.