MediaWiki allows you to use images from two sources: the local wiki, or a shared wiki. In the case of WMF wikis, Commons is the shared wiki.
If you wanted to identify all places where a *non-existent* file is used in a [[File: or [[Image tag, you need to join the imagelinks table not just to your page table, but also to the page table on Commons. Currently, we can do this using Replicas. This query may fail once the changes to Replicas are implemented, as it won't be possible to join tables cross-wiki as is done here. (see https://lists.wikimedia.org/pipermail/cloud/2020-November/001290.html and https://wikitech.wikimedia.org/wiki/News/Wiki_Replicas_2020_Redesign)
Here is an example of the query we currently use. We would need an alternative solution to be set up before the Replica Redesign goes into effect.
SELECT page_title, il_to FROM page JOIN imagelinks ON il_from = page_id WHERE page_namespace = 0 AND il_to NOT IN ( SELECT page_title FROM page WHERE page_namespace = 6 ) AND il_to NOT IN ( SELECT page_title FROM commonswiki_p.page WHERE page_namespace = 6 ) LIMIT 1000