A little late but this might help someone. I was getting exactly the same error, not locally but after I uploaded to a live site.
Afterwards I realised what was happening was I had an admin window open in my local environment which, due to checking out a different version of the site to push to live, was unable to security ping to the correct address.
And so I get this error every minute while that was the case. Check the subject of the email you get and see if it has anything about "security ping" in it and if so a variation on the scenario above may be the problem.
I'm seeing the error too. It only occurs when the static 404 error page is hit, which is weird because it's static.
I'm guessing it's a problem with the code used to serve or regenerate the static error pages and it does not reference the _config.cfg to use the correct database character set - as defined by this line:
I'm only seeing the bug on my 2.4 site.