Missing files are not logged into error log under INFO level either, we thought it could fill up your disk quickly under high load. Sorry about the inaccurate information in last post. So, you have to look into the access log. :-)
Directory level error page configuration is not available yet in LSWS and the directives in .htaccess are ignored, so you have to set it at virtual host level now. We may make it available at directory level and support those directives in .htaccess in the future. Customized error page has no effect on error logging.