It’s easy to setup an custom error page in nginx. Just create a file in your documentroot like /404.html so if your documentroot is /var/www/html create a file called 404.html, then go into your /etc/nginx/nginx.conf, or /etc/nginx/conf.d/mysite.conf, and add this in your configuration between server { } directive.

Remember if your running https and http you will need the directive for each of them.

error_page 404 /404.html;

It’s possible to define a really custom location securely;

        error_page 404 /cust_404.html;
        location = /cust_404.html {
                root /usr/share/nginx/html;
                internal;
        }

Just make sure you don’t have a filename called 404.html in /404.html as I’m not sure this would work otherwise.