Sub ListExternalLinks()
Dim ws As Worksheet, TargetWS As Worksheet, SourceWB As Workbook
    If ActiveWorkbook Is Nothing Then Exit Sub
    Application.ScreenUpdating = False
    With ActiveWorkbook
        On Error Resume Next
        Set TargetWS = .Worksheets.Add(Before:=.Worksheets(1))
        If TargetWS Is Nothing Then ' the workbook is protected
            Set SourceWB = ActiveWorkbook
            Set TargetWS = Workbooks.Add.Worksheets(1)
            SourceWB.Activate
            Set SourceWB = Nothing
        End If
        With TargetWS
            .Range("A1").Formula = "Link No."
            .Range("B1").Formula = "Cell"
            .Range("C1").Formula = "Formula"
            .Range("A1:C1").Font.Bold = True
        End With
        For Each ws In .Worksheets
            If Not ws Is TargetWS Then
                ListLinksInWS ws, TargetWS
            End If
        Next ws
        Set ws = Nothing
    End With
    With TargetWS
        .Parent.Activate
        .Activate
        .Columns("A:C").AutoFit
        On Error Resume Next
        .Name = "Link List"
        On Error GoTo 0
    End With
    Set TargetWS = Nothing
    Application.ScreenUpdating = True
End Sub

Private Sub ListLinksInWS(ws As Worksheet, TargetWS As Worksheet)
Dim cl As Range, cFormula As String, tRow As Long
    If ws Is Nothing Then Exit Sub
    If TargetWS Is Nothing Then Exit Sub
    Application.StatusBar = "Finding external formula references in " & _
        ws.Name & "..."
    For Each cl In ws.UsedRange
        cFormula = cl.Formula
        If Len(cFormula) > 0 Then
            If Left$(cFormula, 1) = "=" Then
                If InStr(cFormula, "[") > 1 Then
                    With TargetWS
                        tRow = .Range("A" & .Rows.Count).End(xlUp).Row + 1
                        .Range("A" & tRow).Formula = tRow - 1
                        .Range("B" & tRow).Formula = ws.Name & "!" & _
                            cl.Address(False, False, xlA1)
                        .Range("C" & tRow).Formula = "'" & cFormula
                    End With
                End If
            End If