My point is that some pages can be seen, others can't. For example, homepage_subgrid.php doesn't work but footerzone.php does.
Yes, but that doesn't MEAN anything :) I'm serious, it really doesn't have any bearing on if WP works or not. It's a pointless error. It;s like ... "My car has a door." Okay. So?
The issue is this: because my WP is installed in my root directory, any time I try and put a file anywhere, it 404's. I don't know if this is my server or something to do with the way WP is setup.
THAT is a totally different situation (I know you're thinking "But, Ipstenu you fool, themes is a folder on my server! It's the same!" and you'd be right except that themes are special, so we have to exclude it from this equation).
Lets break it down.
1) You aren't SUPPOSED to be able to 'see' the files in wp-content/themes, they are for being rendered by WP only. If you try to view them directly, they won't work.
2) You say ANY file you ad 404s? Let's test. http://rockwoodmaple.com/readme.html works, so make a readme2.html file in the same location and see if that works.
3) You want to add ads to WP (say that ten times fast). You can either edit all your themes or use hooks. But either way, if you edit your theme you won't see the ads in the files, but on your site when you visit http://rockwoodmaple.com/somepagehere
So if you put the ad in footer.php, then you will only see it when you visit the actual site, not that page. It's just how themes work.