This is not a vba code answer but it may help you achieve what you need.
You may be able to get the link locations, if your file is saved in an excel compressed format, I think this is only from excel 2010 onwards:
Save a copy of the file and rename the file to filename.zip
Extract the Zip file
.
Navigate the folder structure: \xl\drawings_rels\
In there you should find the reference files, for example 'drawing1.xml.rels'
<?xml version="1.0" encoding="UTF-8" standalone="true"?>
-<Relationships xmlns="http://schemas.openxmlformats.org/package/2006/relationships">
<Relationship TargetMode="External" Target="file:///C:\Users\exampleuser\Pictures\myimage.png" Type="http://schemas.openxmlformats.org/officeDocument/2006/relationships/image" Id="rId1"/>
From here you can extract the list of links with their Id's
Navigate to the folder: \xl\drawings\ and open up the drawings xml file, from here you can find the image Ids and their Excel name, also you may be able to work out which row the image is in from the rest of the xml code.
-<xdr:pic>
-<xdr:nvPicPr>
<xdr:cNvPr name="Picture 3" id="4"/>
-<xdr:cNvPicPr>
<a:picLocks noChangeAspect="1"/>
</xdr:cNvPicPr>
</xdr:nvPicPr>
-<xdr:blipFill>
<a:blip r:link="rId1" xmlns:r="http://schemas.openxmlformats.org/officeDocument/2006/relationships"/>
-<a:stretch>
<a:fillRect/>
</a:stretch>
</xdr:blipFill>
</Relationships>
With this information, you should be able to workout which picture links to which file and its location.