I found how to create the problem but do not know how to fix it. Here is the process.

Create a new workbook. Turn off the Gridlines and headings. Protect the sheet. Then under window select New window so you have 2 windows of the same workbook open. The new window will the gridlines turned back on. If you close the first window without the gridlines you are now stuck with a work book that will have all the gridlines and headings turn back on even though it is protect.

Does that help?