Really strange 404 error

I think that this problem is likely to be caused by my lack of experience with WordPress.

The site on which I’m working includes an email subscription form which I’ve added to header.php. When an email address is subscribed to or unsubscribed from that database the user should be redirected to a “transaction completed” page to tell them that all is well.

This it does when I’m logged in to work on the site but if I’m trying the same with the live site (i.e. logged out of WP) the redirection ends up at the 404 page. Weird!

I’ve tried this with the page published as Public and Private and it seems to make no difference. The page should be this page (and you probably can’t see it!) and it always shows up when I’m logged into WP.

Befuddled!