Try to do the same thing but on local docker instanse instead. You'll see that if werver says "4xx" it means that file realy does not exist in target directory.Investigation process steps:

• Make sure static HTML files aviable

• Make sure your proxy is realy transferring request and not trying to find PHP file in local document root.

This is a very broad question, and it is not about Synology NAS, but about general web server operation process.