Do you have tool tips enabled in your preferences?
That was it.
Tool tips was not enabled. Enabling it brings back the yellow box. Didn't really think of that as a tool tip.
I am using CC 2014, and I upgraded my system yesterday to OS X 10.10.3. After that, the yellow pop up boxes with the full path do not show up in InDesign when I hover over any of the links listed the Links palette. I checked my preferences, and it's still set to "Tool Tips: Fast." Other areas of the Links palette still show the yellow pop ups (such as "Select Next Link in the List"), and other palettes' popups seem mostly the same as they were. I updated my CC 2014 apps this morning (so it's now InDesign 10.0.2.69), but this problem didn't go away. Other suggestions?
Let me know if I should have started a new thread.
I'm starting a new thread with the above question.