Setting Response.StatusCode = 401 doesn't always redirect to the customErrors page in the Web.Config

Ok, bit weird...
When an anonymous user visits a page which requires login - fine - setting Response.StatusCode = 401 redirects to the customError setup in the WebConfig:
<customErrors mode="On" defaultRedirect="~/_error/PageError.aspx"> <error statusCode="401" redirect="~/_error/Unauthorized.aspx" /> <error statusCode="404" redirect="~/_error/PageNotFound.aspx" /> </customErrors>
Logging in - also fine.
When they logout whilst on that security page they get redirected to the default nasty ASP.NET page, how can I correct this or what exactly is happening?
 
Any help would be greatly appreciated.
Thanks.
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