The error calculation range to the left of the error plot can be adjusted by setting the start and the end frequencies to something within range. In your example the start frequency could be moved to maybe 400 Hz.
Generally deviations between the ideal and truncated FIR filter lower than -40 dB relative to the passband of the filtered response could be ignored (depending on the application). You could lower the “Y axis : min” value of the “FIR Filtered Frequency Response” – the middle plot – to see how the filtered response actually looks below 500 Hz.
Another thing you could try here is “DC Compensation.” When enabled, and when a HP filter is in use in the “Mag Adjust” tab, it ensures there is no DC offset in the FIR filter coefficients. This can improve LF rejection in the FIR filter in this situation.