The default try_files list ends with /index.html /index.htm. With these set, requests that should 404 instead show the site’s index.html if there’s one set. This seems undesirable to me; perhaps these two should be removed from the default list, or a note added to the error_page documentation that the error pages won’t be activated if the default list is set and an index.htm[l] file is in the site’s root.