docs: add note about the status code for set404Override()

Author: kenjis

user_guide_src/source/incoming/routing.rst

@@ -519,6 +519,11 @@ a valid class/method pair, just like you would show in any route, or a Closure:
 
 .. literalinclude:: routing/051.php
 
+.. note:: The ``set404Override()`` method does not change the Response status code to ``404``.
+    If you don't set the status code in the controller you set, the default status code ``200``
+    will be returned. See :php:func:`Response::setStatusCode() <setStatusCode>` for
+    information on how to set the status code.
+
 Route processing by priority
 ============================