I have a custom 404 page on this and many other sites and if the url has no trailing slash, (ie. /randompage) then the /404.html page shows up fine. If, however, the link HAS a trailing slash (ie. /randompage/) the 404 page shows up without loading the style sheets. In the console everything comes back as a 404 error for the .css files. I am also using the pretty URL function that Netlify offers
One of these sites is arthurmurraysocal.netlify.app , although this is true on many sites that I have on Netlify.