This means that the URL in question returns a HTTP status of 4XX, yet is included in an XML Sitemap.
Your XML Sitemap should only contain URLs you wish for search engines to index. URLs in your sitemaps should be clean - i.e. sitemaps should only include URLs that are HTTP status 200 (OK), indexable, canonical and unique.
If search engines find 'dirt' in sitemaps, such as 404 pages, they may stop trusting the sitemaps for crawling and indexing signals.
Eric Enge once interviewed Duane Forrester while he was at Bing;
This Hint will trigger for any internal URL which returns an HTTP status of 4XX, and is included in one of the submitted XML Sitemaps.
Consider the URL: https://example.com/page-a, which is included in a submitted XML Sitemap.
The Hint would trigger for this URL if it had a 404 (Not Found) header response:
HTTP/... 404 Not Found
...
This Hint is marked 'Critical' as it represents a fundamentally breaking issue, which may have a serious adverse impact upon organic search traffic. It is strongly recommended that Critical issues are dealt with as a matter of high priority.
To resolve this issue, simply remove any URLs that return 4XX from all XML Sitemaps.
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