We should have default and informative 404 and 5xx pages automatically used by all tool web configs unless specified otherwise.
These pages should explain to visitors what is happening/where to get help etc as best as possible. (list maintainers ?)
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IIRC in the past the proxy overwrote individual tool error pages to ensure that the error pages clearly stated who was to blame for an error and not all reports got routed to webmaster@tools.wmflabs.org :-). I think the overwrite has been disabled since, but that's still a point to consider when tackling this task.
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That used to be the case, but tool maintainers have requested that error messages from their web services be displayed untouched. It's still the case for 503 errors (when there is no web service running), but if there is a service listening then its error messages are displayed.