Wordpress messed up my password protected directories - it showed 404 (they dont exist) instead of 401 (Authentication required).

The solution was to
A. add a .htaccess file with the following two lines
ErrorDocument 401 /401.shtml
ErrorDocument 403 /403.shtml

B. make sure I had the relevant custom error files created on the server

Everything now works as expected again. Hope this helps someone.