redirect one level down with htaccess, how?

Hello,

I have a blog at:

mydomain.com/blog/

When users do not find pages there I would like to redirect them to a 404 page here:
mydomain.com/404.php

I added an htaccess file here:

mydomain.com/blog/.htaccess

With the below details

But it seems to not accept my ../

RewriteEngine On
ErrorDocument 404 ../404.php
ErrorDocument 500 ../404.php
ErrorDocument 403 ../404.php
ErrorDocument 400 ../404.php
ErrorDocument 401 ../404.php


Any idea how to get this working please/

Thank you.