I was happy with the 404 page, but I wanted some special when people visited the private forum - that encouraged them to register or login.
I hacked this into my 404.php:
...
if ('/forums/forum/someforum/' == $_SERVER['REQUEST_URI']) {
_e('You need to be registered and logged in to participate in the forum.');
} else {
_e( 'It looks like nothing was found at this location. Maybe try a search', 'twentyfourteen' ); echo '
'; get_search_form();
...
Sadly, this blog publishing software doesn't do syntax highlighting, so good luck.