This doesn't always work, but if you look at the link or hover over it you should see the filename that it is not linking to. If the file exists on the server but isn't in the place specified by the link you might be able to find it as follows.
Type the URL followed immediately by a colon followed immediately by the filename that you are looking for. Sometimes this will search for the occurrence of that filename anywhere on the server and return a correct link.
civilrecords.irishgenealogy.ie:xxxxxxx
In the above line, replace the sequence of letter x with the correct file name. For example on my own website, the following line will highlight all occurrences of the word Armitage.
martinhwatson.co.uk:armitage
Depending on the structure of the website it won't always work but it is very useful.