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://www.progress.com/documentation/sitefinity-cms/change-the-response-status-of-the-custom-error-page-of-mvc-pages-mvc

SampleController_404_Code.cs

using System.Web.Mvc;

namespace SitefinityWebApp.Mvc.Controllers
{
    public class SampleController_404_Code : Controller
    {
        // GET: SampleController_404_Code
        [HandleHttpStatusCodeAttribute(StatusCode = 404, Status = "404 Not found")]
        public ActionResult Index()
        {
            return View("Error_404");
        }
    }
}