Your WordPress 404 page is an odd thing. You’d think it would just be a message you could set in your WordPress admin. But it is actually a whole file in your theme. Or, if the file is missing, you do get this default “Nothing Found” page.
If you don’t have any 404 page in your theme, then you may want to grab one from a default theme, like twentynineteen. Or, you could duplicate your single.php file and strip away all of the actual contents and adding some static text.