404 in themes

Hi,
I’ve recently started using the Foliage Mod theme from 5thirtyone.com. The theme is fabulous but I’ve been facing a small issue.

The theme does not throw a 404 page when a page is not found. So, for example, if I have don’t have a page https://sandbox.ajaxed.net/xyz and try the link, it shows me the front page instead of an error. This happens with pages only and nothing else.
Is there any way I can fix it? And can I also someone send a 404 status code in the headers when a page/post is not found?

Any help would be greatly appreciated. Thanks a lot ??