Insert following code to functions.php for debuging 404 page:

ini_set('error_reporting', -1);
ini_set('display_errors', 'On');

add_action(
    'parse_request',
    function (&$wp) {
        global $wp_rewrite;

        printf('<h2>rewrite rules</h2><pre>%s</pre>', var_export($wp_rewrite->wp_rewrite_rules(), true));
        printf('<h2>permalink structure</h2><pre>%s</pre>', var_export($wp_rewrite->permalink_structure, true));
        printf('<h2>page permastruct</h2><pre>%s</pre>', var_export($wp_rewrite->get_page_permastruct(), true));
        printf('<h2>matched rule and query</h2><pre>%s</pre>', var_export($wp->matched_rule, true));
        printf('<h2>matched query</h2><pre>%s</pre>', var_export($wp->matched_query, true));
        printf('<h2>request</h2><pre>%s</pre>', var_export($wp->request, true));

        global $wp_the_query;
        printf('<h2>the query</h2><pre>%s</pre>', var_export($wp_the_query, true));
    }
);

add_action(
    'template_redirect',
    function () {
        global $wp_filter;
        printf(
            '<h2>template redirect filters</h2><pre>%s</pre>',
            var_export($wp_filter[current_filter()], true)
        );
    }, 99999
);

add_filter(
    'template_include',
    function ($template) {

        printf(
            '<h2>template file selected</h2><pre>%s</pre>',
            var_export($template, true)
        );
        exit();
    }
);