Lock the entire PMPro site down for anyone logged out.

my-pmpro-site-lock-down.php

<?php
/*
 * Lock down the site for anyone logged out.
 *
 * You can add this recipe to your site by creating a custom plugin
 * or using the Code Snippets plugin available for free in the WordPress repository.
 * Read this companion article for step-by-step directions on either method.
 * https://www.paidmembershipspro.com/create-a-plugin-for-pmpro-customizations/
 */

/**
 * Handle locking down the site and redirecting traffic to the login page in certain circumstances.
 */
function my_pmpro_site_lock_down() {
	// Bypass if we are in the admin area, on the login page, or the user is logged in.
	if ( is_admin() || pmpro_is_login_page() || is_user_logged_in() ) {
		return;
	}

	// Redirect all traffic to the login page with redirect_to set to current page.
	wp_redirect( pmpro_login_url( $_SERVER['REQUEST_URI'] ) );
	die();
}

add_action( 'init', 'my_pmpro_site_lock_down' );