Thanks Maxim Dounin,
The trick worked.
I did something like the following:


server {
large_client_header_buffers 12 64;
...
error_page 494 =400 /400.json;
error_page 400 /400.json;

location = /400.json {
add_header Funky-Header1 'Funky Value' always;
root /etc/nginx/error-files/;
allow all;
internal;
}
}
& now I'm able to get my custom message and Header.

Cheers