Howdy seifenigel,
I am 99% certain your theme is using a very nonstandard way of detecting 404 pages. There are two ways WordPress allows you to detect a 404 and serve the appropriate template. By far the most common is to define a 404.php, which your theme does not (This would be a blank white page if it did). Or by using is_404().
Instead of doing either of these I bet your theme is doing something akin to if ($wp_query->post_count == 0)
On pages like the an empty day one the post count is indeed 0. However, as you can see we serve a page anyways which states no events found. Your theme thinks this is a 404, when it actually is not, and thus serves our content in addition to a 404 header.
The only fix is going to be correcting your theme’s 404 implementation. You might have to contact the theme author.
Does that help at all? I hope so. Thanks for posting.
– Brook