The small tweak to make this plugin to display 404 page breadcrumbs (right not it doesn't).
Go to wp-content/plugins/breadcrumbs/yoast-breadcrumbs.php or open it in plugin editor.
Find the line:
} elseif ( !is_page() ) {
add two lines above:
} elseif (is_404()) {
$output = $homelink.' '.$opt['sep'].' '.bold_or_not('404 - Missing');
Sure it will be nice to put this 404 text at the plugin options page but I leave it to the author.
Cao.