Wow. Found a bug that seems to hint at the problem: https://bugbase.adobe.com/index.cfm?event=bug&id=3494728
Problem is Adobe hasn't acknowledged a fix or workaround, but we seem to hit the same major points. ColdFusion 10, Windows Server 2008 R2 (Datacenter), using a .cfm file for the 404 redirect.
I haven't used Adobe's Bugtracker, but I would hope if there was a solution or work around, that the bug would list it.