Hi,
You will have to write a script or a tool to generate this report. You can refer to the source code at the links below to get started. Let me know if you face any specific issue while doing this.
Step 1: Loop through all sites in a site collection / libraries in site / as per your requirement and get all SPListItems which are documents of type excel (http://social.technet.microsoft.com/Forums/sharepoint/en-US/838a4f49-6e1d-400e-acbb-fcbf6df5ba26/windows-power-shell-script-to-find-specific-file-type-from-document-library)
Step 2: Once you have the excel document parse the hyperlink cells and check if the URL is matching your path - http://www.sharepointwithattitude.com/archives/61
-http://stackoverflow.com/questions/5646549/extracting-a-url-from-hyperlinked-text-in-excel-cell
Hope this helps.