I have this appSettings.json:

"Umbraco": {
    "CMS": {
      "Global": {
        "Id": "7d8ef44c-0e07-443c-8e17-5a25f6ed068c",
        "SanitizeTinyMce": true
      },
      "Content": {
        "AllowEditInvariantFromNonDefault": true,
        "ContentVersionCleanupPolicy": {
          "EnableCleanup": true
        },
        "Error404Collection": [
          {
            "Culture": "default",
            "ContentXPath": "//PageError404"
          }
        ]
      }
          ....

And these pages:

• Home
  • Subpage 1
  • Subpage 2
  • Page not found (doc type alias = "PageError404")

According to the documentation on https://docs.umbraco.com/umbraco-cms/tutorials/custom-error-page it should work:

{
    "Umbraco": {
        "CMS": {
            "Content": {
                "Error404Collection": [
                    {
                        "Culture": "default",
                        "ContentXPath": "//errorPages[@nodeName='My cool error']"
                    }
                ]
            }
        }
    }
}

But I just get the default Umbraco 404 page.

Umbraco 13.3.0.