Detect broken links in documents - Sharepoint online migration

Andre_Silva 
You basically have 2 problems:
a. migrated documents that contain links that are broken because of the migration
b. links from external places (emails, bookmarks, documents in other systems, ...) that refer to the old SharePoint location.

Addressing problem a is not extremely hard. Use tools to replace the links within the migrated documents. It may cost some $'s but you will get an acceptabel result. Do check if the 3rd tools also change the modify date. If that has been retained as part of the migration you do not want to change these dates when fixing the links. I am not aware of PS scripts with this capability. 

Problem b is much more challenging. These links will persist for years to come. One way to overcome this is by migrating documents plus their original url's to the new SharePoint system and then make the original url's searchable. Also automatically redirect traffic to the old locations to the search page.
(Interesting topic though. Something to give proper priority in our roadmap.)
Paul