The below techniques can be used to identify slow or failing URLs for use in data collection filters.
URL in the browser address bar
If the trouble is with a link, hover over the link to check the full URL. Take a screenshot or make a note of it. Right-click > Properties can also show the resource.
If the object not loading is an embedded object on the page, right-click on the page - to view the HTML source. The objects on the page should be visible in the source by filename or URL.
Press F12 in your browser or another shortcut to run Developer Tools
Under Debugging, press the Pause button with 2 bars in it, and make sure the page is set to Never Break on Exceptions
Go to the Network tab and make sure it is recording
Refresh the page
Look for denied resources or failed authentication challenges in the HTTP Response column and identify the resource that was requested and the response
Look under the Console tab for failed resources that were called by a script rather than the browser.