I don't remember there being a DNN specific feature or setting that allowed you to just choose an error page.  You may need to resort to the standard way of specify your error page in your web.config.  See if something like this works:

<customErrors mode="RemoteOnly">
 <error statusCode="404" redirect="~/Default.aspx?tabid=123"/>
</customErrors>

You already have a customErrors node in your web.config, so be sure to save it or comment it out before you try this one.

Did you change the tab id to reflect the page that you really want to see?