My new theme can’t find the 404 file!

Hi!
I just asked for feedback on my theme
The post is here: https://www.ads-software.com/support/topic/97543?replies=5

One of the things I found out was that the theme doesn’t appear to be able to find the 404.php file when it is needed.

I don’t know where to start troubleshooting this? Where does the 404.php get called? Have I put it in the wrong directory? I keep it with the rest of my theme files such as index.php etc..

Sorry I know this is a newbie question but I have been on a steep learning and this is something I really don’t know anything about.

Hope you can help!

The theme is here: https://www.vikingprincess.net

To trigger the (non-existant) 404 error, use:
https://www.vikingprincess.net/kjlkjlkj