I have set the 404 page on Templates > Global Template Preferences, but it is having no effect.
I do not want to turn on 'Enable Strict URLs' as it cause several problems on some pages. And anyway, I don't mind if http://www.domain.com/product/not-the-right-url defaults to /product, or the last channel entry in /product.
What I do want is that http://www.domain.com/not-the-right-directory defaults to the 404 page.
The problem is the setting in Global Template Preferences is having no effect on the site. All that happens is that you see the home page if you type in the wrong URL.
The site is running EE 2.9.0 on a Plesk 12.0.18 Apache Server.