If the broken link is only reported during publishing, and does not show in the Broken Links pane then it may be due to a link from a Content Object to a file in a Package. The Package itself exists in the Library (which is why the broken link is not reported in the Broken Links pane), but the file within the Package that the Content Object is trying to link to is missing. You’ll have to check for Content Objects that have links to Packages, and then manually check all of the Hyperlinks or Frame Links within that Content Object to make sure that they are valid.
