I should be able to answer based off of how it's been evaluated in the past:
Yes, the ad's must be in the custom error page. Reason: Ad's must be in EVERY visible page. A user had been previously suspended for not having the ads on an html file that a javascript app used. The contents were entirely blank and the file was never linked to, but it still needed the ads (which I can understand too, otherwise you could just make a page that's never linked to, then have people go to
http://yoursubdomain.x10hosting.com/thepagethatsnotlinkedto.htm).
So although it seems strange, if you do get custom error pages, you do indeed need the ad's on them.