function debug_404_rewrite_dump( &$wp ) {
    global $wp_rewrite;

    echo '<h2>rewrite rules</h2>';
    echo var_export( $wp_rewrite->wp_rewrite_rules(), true );

    echo '<h2>permalink structure</h2>';
    echo var_export( $wp_rewrite->permalink_structure, true );

    echo '<h2>page permastruct</h2>';
    echo var_export( $wp_rewrite->get_page_permastruct(), true );

    echo '<h2>matched rule and query</h2>';
    echo var_export( $wp->matched_rule, true );

    echo '<h2>matched query</h2>';
    echo var_export( $wp->matched_query, true );

    echo '<h2>request</h2>';
    echo var_export( $wp->request, true );

    global $wp_the_query;
    echo '<h2>the query</h2>';
    echo var_export( $wp_the_query, true );
}
add_action( 'parse_request', 'debug_404_rewrite_dump' );