Getting built in 404 instead of my custom one

[Ian M. Evans]

Just noticed that my custom 404 page isn't getting served in all
circumstances and I'm getting the bare internal 404 at times. Looking at
the debug, it seems to be choosing my 404, but somehow not displaying it:

2012/10/08 21:09:34 [debug] 13419#0: *6056489 http finalize request: 404,
"/zeep.shtml?" a:1, c:1
2012/10/08 21:09:34 [debug] 13419#0: *6056489 http special response: 404,
"/zeep.shtml?"
2012/10/08 21:09:34 [debug] 13419#0: *6056489 internal redirect:
"/dhe404.shtml?"

If it's redirecting to the dhe404.shtml file, why isn't it serving it?
Could it be an issue with the fastcgi cache? (shtml files are actually
php)