List cells containing references to files, i.e. containing formulas with broken links

[snb]

Check the difference between 'ThisWorkbook' and 'Activeworkbook' in the VBEditor's helpfiles.
Use:

Sub M_snb() 
    If Not evaluate("isref(" & shtName &"!A1)") Then ActiveWorkbook.sheets.add.name=shtname
 End Sub