Here you can find some answers on your questions, if you have some problem with the plugin:
This case is mostly based on the hosting settings. Your host have disabled the possibility to put your site into an iframe. Solution: check your hosting settings and adjust this by yourself or ask your hosting provider to enable embedding your website as an iframe for you.
The second possibility is, that you have not assigned the custom url to some user role. Please check the user role checkboxes in the Dashboard Switcher settings.
The reason for this is, that maybe the external URL/Website have restricted the possibility to be opened in an iframe. Facebook is doing this for example. Solution: Just let the link open in a new tab. This should solve this problem
This is caused b yoursettings of the implemented URL. Just give your some background color.