oxygen – page not found

look for this file:
wp-content/themes/oxygen/404.php
and copy that to your child theme folder
wp-content/themes/oxygen-child/
you can modify it there.

you can modify that or a better solution is to use a translation plugin.
https://inspirationfeed.com/wordpress/plugins/top-10-useful-translation-plugins-for-wordpress/

I have already modified the 404.php (in my child
theme).
The pointis that i do not find where i should replace
“404 not found” message.
??

Are you talking about the part in grey where it says “Home / 404 Not Found”?

Yes, exactly!

It looks like that text is generated by a breadcrumb function. It looks like you can translate the output, but I’m not 100% sure how you would do that for a bundled function with a different text domain than your theme’s text domain. I’d suggest trying to contact your theme’s developer.