Cannot reproduce. user.css is in the same folder as template.css.

Make sure it is in the following location:
\templates\protostar\css\user.css

Yes, it is. user.css is normally included across the site (also visible in the HTML source of the page) but when I type a wrong URL the source contains

< style>
h1, h2, h3, h4, h5, h6, .site-title {
font-family: 'Open Sans', sans-serif;
}
< /style>
< link href="/templates/protostar/css/template.css" rel="stylesheet" />
< link href="/templates/protostar/favicon.ico" rel="shortcut icon" type="image/vnd.microsoft.icon" />
< style>
.......
}

so only template.css is referenced (the blank after < is added by me otherwise the code is not shown here in the message). You get something else?

From the page source:

<link href="/templates/protostar/css/template.css?31ffb900ec04f4fda475b2d2fcf5e941" rel="stylesheet" />
<link href="/templates/protostar/css/user.css?31ffb900ec04f4fda475b2d2fcf5e941" rel="stylesheet" />

I don't know what you mean by typing the wrong URL.

No, sorry, I mean: I explicitly invoke a non existing URL to receive a 404. In that case protostar template uses template.css but not user.css

I understand now. On the 404 error page, user.css is not included.

Why not create a custom 404 error page?
https://docs.joomla.org/Creating_a_Custom_404_Error_Page

Yes, it's an option but I think it should be automatically done. Maybe just adding in "templates/protostar/error.php" around line 70 the inclusion of user.css if existing?

It is a generic error page. What kind of custom styling do you need?

for example to tune representation of the site logo, that is part of the generic error page

It's a bug. It should be used

thanks

Closed as having Pull Request #25289

Reopened as Pull Request #25289 is closed