You may have misread, and I might be misunderstanding the functionality of withStatus. Do you mean your example returns a 404 response and not a 200 response as you mentioned?
If you do return $response->withStatus(404); I would assume this returns a 404 response.
Either way, I believe I have solved my problem. This seems to have worked:
(Where $this->templates is an instance of League\Plates\Engine)
$template = $this->templates->render('TemplateFile', ['param' => $param]);
return $response->withStatus(404)->write($template);
I was under the assumption that you must ->getBody() before you can ->write() to the response, but this doesn’t seem to be the case. I’m not sure what the difference is, but using ->getBody() beforehand was not giving the proper response code. If anyone can shed light on this, that would be great.