Hi P2W,
hstspreload.org doesn’t check if HSTS is working, it only checks if a domain qualifies for the (optional) browser preload list. Your HSTS protection is active.
The key thing is that HSTS comes from one source, not two. The easiest for you: stick with the System - HTTP Headers plugin you’re already using, and just leave the "Enable HSTS" switch off in HTProtect. That way, HTProtect won’t touch the HSTS header at all – it won’t overwrite or remove anything, the plugin handles HSTS alone. No conflicts. (By the way: Joomla’s default .htaccess doesn’t set HSTS itself – so the header only comes from the plugin anyway.)
The "No preload directive" message isn’t really a problem. Preload is a nearly irreversible commitment (your domain gets locked into browsers, undoing it takes months, and all subdomains must permanently serve HTTPS). Only if you really want to get your domain on the preload list should you enable the options for subdomains and preload in the plugin’s HSTS settings (the max-age is already set to 1 year there).
Cheers
Pascal