404 custom page not working?

So, I've created a custom 404 page but it seems not working. 

I've set a custom 404 page in Theme Options > Pages > Error 404. 
My custom 404 page is a regular page.

But when I go to a non existing page, I'm getting the default Apache server 404 page instead of the custom page, see screenshot: https://ibb.co/kRjBiG.

Any suggestions how to fix this?

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