I looking for way to redirect any 404 error into index.php
ErrorDocument 404 /index.php
As you already said, this is not the redirection page's fault: it's your browser that thinks it's in the
/about folder. There's nothing you can do in .htaccess to change that: a 301 redirect would change the status code, which is not a good idea.
The easiest solution would be using absolute links in the document:
for completeness' sake, a subsequent 301 can be achieved by using a full URL:
ErrorDocument 404 http://mydomain/index.php
but as said, it's probably not a good idea.