You can get a FileNotFoundException from HttpUrlConnection (and OkHttpClient) if your server returns >= HTTPStatus.BAD_REQUEST (400). You should check the status code first to check what stream you need to read.

int status = connection.getResponseCode();

if(status >= HttpStatus.SC_BAD_REQUEST)
    in = connection.getErrorStream();
else
    in = connection.getInputStream();

HttpStatus deprecated. Latest syntax seems to be:

InputStream inputStream;
int status = urlConnection.getResponseCode();

if (status != HttpURLConnection.HTTP_OK)  {
    inputStream = urlConnection.getErrorStream();
}
else  {
    inputStream = urlConnection.getInputStream();
}