I'm going to assume that you have the path names listed in column A starting
in Row 2.  

Sub Test()
Dim aWB As Workbook
Dim oWB As Workbook
Dim oWS As Worksheet
Dim myRange As Range
Dim lRow As Range
Dim myLink As Range
Dim myWB As Workbook
Dim r As Range

Set aWB = ActiveWorkbook
Set aWS = ActiveSheet
Set myRange = aWS.Cells(2, 1) 'Sets beginning of range of links
lRow = aWS.Cells(aWS.Rows.Count, myRange.Row).End(xlUp).Row
Set myRange = myRange.Resize(lRow - myRange.Row + 1, 1)

Set myWB = Workbooks.Add
Set myWS = myWB.Worksheets(1)
myWS.Name = "Errors Found"
lRow = 1
myWS.Cells(1, 1) = "Workbook Name"
myWS.Cells(1, 2) = "Worksheet Name"
myWS.Cells(1, 3) = "Cell Address"
myWS.Cells(1, 4) = "Cell Value"
myWS.Cells(1, 5) = "Cell Formula"

For Each myLink In myRange
   Set oWB = Workbooks.Open(myLink.Value)
   If Not oWB Is Nothing Then
       For Each WS In oWB.Worksheets
           For Each r In WS.UsedRange
               If IsError(r) Then
                   lRow = lRow + 1
                   myWS.Cells(lRow, 1) = aWB.Name
                   myWS.Cells(lRow, 2) = WS.Name
                   myWS.Cells(lRow, 3) = r.Address
                   myWS.Cells(lRow, 4) = r.Value
                   myWS.Cells(lRow, 5) = "'" & r.FormulaR1C1
               End If
           Next r
       Next WS
       oWB.Close
   End If
Next myLink

End Sub