First, make sure you have told MODx to go to the correct error page (by ID) in the config. Second, test and make sure the error page is working by going to it directly.
If I were you, I would open your .htaccess file and use redirects for your old pages to their new pages. That way the user will forward to the new page seamlessly and search engines will update the URL on the next scan. This also usually helps a lot to prevent loosing your ranking for all those pages.
inside your .htaccess file:
Redirect /path/to/old/file.html http://www.domain.com/path/to/new/file.html
Just create another like like that for each file you want redirected.
You will need to keep the old directories and files on the server until the search engines update, they just wont be used. You can also erase out their content so they don’t take up space.
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