No idea, honestly. Such comfort features have been requested a million times and script authors face similar demand, but until this day it seems nobody has found a solution that covers all bases. therfore I'm afraid you will have to manually sift through the whole thing until that magic italicized text shows up....
Do you have a file that is bigger than 2gb in size ? I know that on some cases Collect file won't move file with size over 2gb (if i'm correct, not sure about this).
If you are on CS4, open you collected file project and type "missing" in the search text field of the project panel, and AE will show you all the missing files.
You can also have a look at the log file created when you collected the file to see wat file is missing.
Hope that helps.