If it were me (keep in mind I love writing code), I'd probably write my own code that performs a direct HTTP request, gets the response and studies the response. You can also data drive a coded unit test. I would actually create 3 separate tests and 3 sets of data, one for each type, URL's that expect 200 response code, URL's that expect 404 response code, and URL's that expect a 301 response code. The only difference between the 3 tests is verifying you got the expected result.
You could do pretty much the same thing in a Test Studio test, create 3 tests, each having just one coded step that does the direct HTTP request and verifies the response. You won't be using any non-coded steps you can take advantage of the reporting framework and scheduling features.
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