Check if any External Links Exist with Formula

Trying to think of a way to Have a big ol' blazing warning sign if any external links exist within a workbook (the set up we have won't work, if they do, but they occasionally accidentally get pasted in). I know how to check it through the data function, but people are forgetting to do that. Any thoughts? My guess is through power Query but if there's any simpler methodology that could call a "do links exist" function that would be neat :)

Thanks!