/**
 * Implements hook_theme_suggestions_page() to set 40x template suggestions
 */
function MY_THEME_NAME_theme_suggestions_page(array $variables) {
  $path_args = explode('/', trim(Drupal::service('path.current')->getPath(), '/'));
  $suggestions = theme_get_suggestions($path_args, 'page');
  $http_error_suggestions = [
    'system.401' => 'page__401',
    'system.403' => 'page__403',
    'system.404' => 'page__404',
  ];
  $route_name = Drupal::routeMatch()->getRouteName();
  if (isset($http_error_suggestions[$route_name])) {
    $suggestions[] = $http_error_suggestions[$route_name];
  }

  return $suggestions;
}