You should be able to adjust the error.php to set the header either with the

1. Joomla way:

$app = JFactory::getApplication();

$app->setHeader('HTTP/1.1', '404 Not Found',true);

$app->sendHeaders();

2. PHP way
header('HTTP/1.1 404 Not Found', true, 404);

You should be able to adjust the error.php file to set the header either with the

1. Joomla way:

    $app = JFactory::getApplication();
   
    $app->setHeader('HTTP/1.1', '404 Not Found',true);  
   
    $app->sendHeaders();
   

2. PHP way

    header('HTTP/1.1 404 Not Found', true, 404);