html-elements.css zen.css

There is a good explanation in darkgrail.info:

  ; To prevent stylesheets of a base theme or of a module from being included in
  ; our sub-theme, we specify it in our .info file (and we don't need to have a
  ; stylesheet in our sub-theme with that name.) For example, we prevent the
  ; zen.css file in the base theme from being included by specifying it here.
stylesheets[all][]   = zen.css

html-elements.css is one of them when you call it and don't supply the file in the theme.

Slowness has nothing to do with it. Try installing yslow extension for Firefox, and see the problem. You got grade C now with suggestions:

Grade F on Make fewer HTTP requests. So you'd better activate CSS and JS aggregation and see the impact.

It's just their ways to sort how slow your page is rendered. A for the fastest with their recommended settings, F for the slowest and where the problems may be :)

You were worried about 404. There may be two conditions:
1. you browse for something that you know it is not there and that's why it spits out 404
2. the system says 404

In your case it was #1. Unless it is #2, so nothing to worry. You can prove it by visiting the error logs

Yes, one at a time will be better to spot any possible problem, or simply letting drupal aggregate them for you will be much simpler :)