Tag Pages Returning Wrong HTTP Status Code

I'm having a strange problem where pages that should be returning a 404 error are not... like this one http://www.wellbuzz.com/tag/perineum-damage/ returns a 200 code even though there are no results for the tag page. Regular pages / urls (that aren't tag pages) that don't exist like http://www.wellbuzz.com/dfgfdgd return the correct 404 not found error code. How do I fix this so that any deleted or missing tag pages return a 404 error rather than a 200 error code?

I have granted wpmu support access via the wordpress plugin in case that helps!

Best,
Diana