Click the + sign in front of the texture list to see what the name of the texture is.
Then, go to Options > Attribute Manager and select the Materials tab. Click the column heading to sort the materials by the assigned texture. Locate the material(s) that use the missing texture. If they are in use, then redefine to use a different texture or find the missing one and add it to your project library.
If you do not see the missing texture in the materials list, then a library part is calling for it. You'll have to figure out (slow process) which part that is...
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