Hello @Karz,
Since the error message you are receiving indicates a 404 status code, I would suggest ensuring the Feed URL you are using is entered correctly and hosted on an accessible page.
From my experience, the most common reason why you may run into any errors when setting up a new data feed pertains to the feed not being hosted on an accessible page or hosted on a private page. I’ve also seen instances where the feed may not be fully saved and generated on the hosting source to be accessed; which would cause this 404 error.
I may also recommend taking a look and referencing our Guide to Adding a Custom Web Feed in an Email Help Center article if you haven’t already.
I hope this helps!
David