It is unlikely the HTTP 404 error is directly related to Engagement Programs, either as cause or consequence.
Confirming the CNAME is valid would be the first troubleshooting step.
Open Admin - Landing Pages and copy the base URL (such as pages.company.com), then point your browser to http://xnnd.com, scroll down to "other dns lookup", select cname from the dropdown and paste the URL.
A response such as "company.com has no CNAME record" would clarify the HTTP 404.