Document why `/state_ids` can respond with a 404 (#1521)

changelogs/server_server/newsfragments/1521.clarification

@@ -0,0 +1 @@
+Document why `/state_ids` can respond with a 404.

data/api/server-server/events.yaml

@@ -137,6 +137,17 @@ paths:
                   type: string
                 example: ["$an_event:example.org"]
             required: ['auth_chain_ids', 'pdu_ids']
+        404:
+          description: |-
+            The given `event_id` was not found or the server doesn't know about the state at
+            that event to return anything useful.
+          examples:
+            application/json: {
+                "errcode": "M_NOT_FOUND",
+                "error": "Could not find event $Rqnc-F-dvnEYJTyHq_iKxU2bZ1CI92-kuZq3a5lr5Zg"
+              }
+          schema:
+            "$ref": "../client-server/definitions/errors/error.yaml"
   "/event/{eventId}":
     get:
       summary: Get a single event