SF_10.1, SF_10.2, SF_11.0, SF_11.1, SF_11.2, SF_12.0, SF_12.1, SF_12.2, SF_13.0, SF_13.1, SF_13.2, SF_13.3 - https://docs.sitefinity.com/mvc-change-the-response-status-of-the-custom-error-page

MyAppController.cs

using System.Web.Mvc;

namespace SitefinityWebApp
{
    public class MyAppController : Controller
    {
        public ActionResult Index()
        {
            Response.Status = "404 Not Found";
            Response.StatusCode = 404;
            Response.StatusDescription = "Not Found!";

            return View("Error_404");
        }
    }
}