Initially, I wanted to mention that, in general, you can download the contents of an entire Dropbox folder through the website, as long as both of the following are true:
The folder is less than 20 GB in total size.
The folder has fewer than 10,000 total files.
Having said that, could it be that the folder is too large to download? If not, could you please try switching to another browser, using incognito, and ensuring that you’re not running any browser extensions?
If you’re still having trouble with this, could you clarify if you’re getting this error when you try to access the folder in question or when you select to download it? Was this shared with your through a shared link or directly as a shared folder?
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A 404 usually means that the link you've received is no longer valid. Either the folder has been deleted or the owner has removed the link to it. You should contact the owner and ask them to send you an updated link.