Requalified this ticket, because the behavior in Elasticsearch actually never changed.
There's something reaaaally weird in the release notes:
If you check the "breaking changes in 5.4" section in the 5.4 docs, the breaking change is mentioned: https://www.elastic.co/guide/en/elasticsearch/reference/5.4/breaking-changes-5.4.html
If you check the same section in the 5.5 docs, the breaking change is not mentioned anymore: https://www.elastic.co/guide/en/elasticsearch/reference/5.5/breaking-changes-5.4.html
I suppose the breaking changes were incorrect, and they fixed it in a later version.
See the breaking changes in 5.4: a HEAD request on an "/indexname" endpoint no longer returns a 404 error if the index doesn't exist.
We'll have to find a way to detect missing indexes in 5.4 and above, and probably add a 5.4 dialect. And a test, since obviously our test suite does not cover this case.