Meh, it's subjective but I'd argue that's a bad idea. A 404 isn't exactly a heavy request; your origin should be able to handle plenty of those. The whole point of CDNs is to serve fat assets (images, videos, js libraries sometimes) not patch holes in your site or bandaid your raspberry-pi origin. Caching error responses, including 404s, can lead to all sorts of trouble and isn't worth it IMO.