Use pmpro_getfile_before_error to tell PMPro to do something else besides send a 503 when accessing a member file. Requires PMPro 1.7.15+

pmpro-getfile-before-error.php

<?php // do not include in Customizations plugin
/**
 * Redirect to the levels page when users try to access protected files in PMPro.
 *
 * Add this code to your customizations plugin file.
 *
 * Learn about protecting files with PMPro here:
 * https://www.paidmembershipspro.com/locking-down-protecting-files-with-pmpro/
 */
function my_pmpro_getfile_before_error( $filename ) {
	wp_redirect( pmpro_url( 'levels' ) );
	exit;   // need to exit at end of function to avoid sending the 503
}
add_action( 'pmpro_getfile_before_error', 'my_pmpro_getfile_before_error' );