We're having the same issue. It seems like when the app uses HttpUrlConnection to call getResponseCode(), the getResponseCode() method also calls getInputStream(), which is the method that ultimately throws the error. The FileNotFoundException in this case is bundled in the rememberedException field in HttpUrlConnection class, which is protected. If you call HttpUrlConnection.getInputStream() from the app code, you'll see the FileNotFoundException in the console, which you can catch, but that doesn't prevent AppDynamics from logging it as an error in a Transaction.
How was the ignore filter configured specifically? I've tried java.io.FileNotFoundException with Is Not Empty and NOT (Is Not Empty) for the class name and exception message respectfully, but it still reports as an error.