I’ve installed the Custom 404 plugin, and activated it. According to instructions there should be a link that says “settings” where I can create the custom page. But there doesn’t seem to be one. I’ll give you access to my website in a private reply.
Thanks for writing in! Yes you are correct. You must enable this plugin and then you will have more additional settings. For more information, please check this out: https://community.theme.co/kb/extension-custom-404/