Set up a custom Live Preflight profile to check what you need checked, and then look at the panel before you export.
this kinda sounds like what it does by default
but will this warn me about errors before continuing, as it does when one pdfs?
I cant seem to find anything related to different filetypes in preflight profiles
The default preflight profile does check for missing links, but there are many other things that are not checked by default. Live preflight does not stop export or issue warnings, but it's better than no preflight at all. You really need to take responsibility for your own preflighting and proofing if you want quality output. Relying on automated warnings is guaranteed to fail at some point.
Not sure what you mean by different file types in preflight. Preflight doesn't care about your intended output path, only what you tell it to check.