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I have a site that have pages for certain category based on region.

For example: /services/region1 /services/region2 and so on

The content of these pages are user generated. So naturally some pages show empty results (with friendly message).

Also these URLs are generated and included on sitemap automatically.

Lately I am getting Soft 404 Error on webmaster panel.

To fix this I am now sending just a status code 404 header on the result page (instead of showing not found custom 404 page).

At this point I think I have done it right way but I am not sure if i should remove the URLs from sitemap too?

Actually my question is: Does sending 404 header for empty result pages affect ranking if URL exist in sitemap? How to do this properly?

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Your sitemap should only contain good URLs. Any URL that doesn't have content or returns an error code should not be included in the sitemap. Your sitemap should only include the URLs that you want to have indexed. Ideally it shouldn't contain redirects, duplicates, or error URLs.

However, including those pages in the sitemap won't cause any ranking problems. Google's John Mueller says:

If the old pages that were included in the sitemap file that's that's perfectly fine 404s are not a problem for us in web search we have to crawl them to see that the 404 and we will tell you that it's a 404 but it won't affect the rest of your website's ranking.

Sitemaps have almost nothing to do with rankings. Google uses other signals to determine how pages rank. Google relies on links and other factors rather than sitemaps to determine rankings. See The Sitemap Paradox

Google doesn't penalize for 404 errors. Every site is expected to have URLs that return a "not found" status. See Are penalties applied if you have too many 404 errors on your site?

Google does use XML sitemaps to resolve duplicate content issues on your site. When if finds duplicate content, it will prefer URLs that are in your sitemap. If your sitemap has errors, Google may not trust it for such purposes.

The biggest problem from including 404 pages in your sitemap is that the warnings about it will be more prominent in Google Search Console. Errors from URLs in your sitemap are listed in their own section.

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