I ran across this today so its happening again.
When you see Nginx 404 error that's on the server side not yours.
You DO NOT want to turn off "Connectivity Checking" as mentioned because it will impact ubuntu's ability to detect HotSpot logins at hotels, etc. A proper workaround would be to add nmcheck.gnome.org to your host file and point it to some other public IP like gnome.org itself or google.com until the nmcheck site is restored.
# host google.com
google.com has address 142.250.72.238
sudo echo "142.250.72.238 nmcheck.gnome.org" >> /etc/hosts
This is a temporary workaround but now when you disconnect and reconnect your internet connection it will act normally when hotspots are detected.