Engines like google don’t index 4XX pages as they don’t do the job. As a result, they’ll dismiss any canonical tags pointing to this kind of pages and infrequently finish up indexing the incorrect (non-canonical) version of the website page. For anyone who is using WordPress, there might be a setting https://socialmediainuk.com/story20213775/5-simple-statements-about-canonical-link-tag-not-found-explained