Thanks for the clarification, Tom! I actually thought this is what would happen. But, frankly, the template that comes with GP works perfectly for me, after all.
The only reason why I was starting to look for a customization function is because I thought there was no 404 page. But, strangely enough, when I enter a URL with a wrong page ID, e.g.
http:/myURL/?page_id=78
I do reach GP’s 404 page (with my header and everything, obviously). But when looking for something like
http:/myURL/Fred
I get the standard
Not Found
The requested URL /Fered was not found on this server.
Apache Server at myURL Port 80
error message. I am not sure why and, coming to think of it, I am not even sure if this qualifies as a 404 page. But I am perfectly happy knowing that old page URLs that I may have gone offline trigger GP’s 404 response.
Sorry for the confusion!
Markus