Regarding checking external links only, it would only be possible with file system access to all your files. ‘Crawling’ a site is dependent on links between pages to get to them, so it is dependent on the internal links, to find the external ones. Of course supplying a separate report should be easy enough.

You can achieve that with Xenu, though not in the html report… in the application, after it completes, you can click on the column headings to sort. Then you can scroll past your own and check the externals. You have to right-click and check the properties to find where it was linked from… One other option is to export the file and process in a spreadsheet or other database program. I admit these options aren’t as convenient as having it built-in to the primary report, but it’s a start if you need it.