Hmm i solved my own problem.... It was a pitfall caused by turning on the NOBLOGREDIRECT.
Turning off Allow users to create a subsite.
WPMS (wordpress multisite) has a cool feature that new users can create new website. So if they search for helloworld.maindomain.com and this one does not exist they are redirected to some nice signup page for creating the newly blog helloworld.
However if you do not want this you can disable this and your adviced to put a line in your wp-config.php redirecting users instead of the create new blog screen to the main index of the main domain or any other page within that website..... except the 404. The line to add is define( 'NOBLOGREDIRECT', 'http://maindomain.com' );
But this means that when a page does not exist and a 404 should be generated the 404 is also never reached. So you 404 is disabled by this instructions. It took me some time to figure this out and to solve it.
The solutions is pretty simple. Just create a folder in your wp-content called : mu-plugins
in the mu-plugins you just insert a php file name custom.php with this content. Or whatever name
remove_action( 'template_redirect', 'maybe_redirect_404' );
Now what happens is that users who call a blog that not exists get redirected to the root of the main domain to the index.php and really 404's are handled like they should be handled.
so that one is solved and can be taken of the list.