Why do strange links appear in the Yandex webmaster on the bypass page?

Question

Search Engine Optimization

Such pages do not exist at all, they give 404, as expected

Answer 1

Is this from the Bypass Statistics report? Those. are these pages that Yandex found on your site?
In this case, if your site is not a forum (and you did not say so), then most likely you have been hacked. Check the logs.
And I also recommend scanning the site with a crawler, it may be possible to identify where Yandex found out about these links.

Answer 2

So somewhere on the forum there are links to these threads, I think by the ID of the thread without any problems you can look were there such or not