You could use strace on the process if you know its PID:
strace -f -p 123 | tee testoutput.txt
(assuming a pid of 123). The "-f" stands for "follow forks" (simplified said), "-p" says "PID follows". See
man strace for more details. In short words, strace tracks all actions the process attempts e.g. in opening files, reading from or writing to them. Best is to redirect the output to a file for analysis -- in my example, this is achieved by piping it to tee, which splits the output to be displayed on the console as well as written to the specified file.
In the output, look for something like
read(51, 0x7f287a7b36f0, 4096) = -1 EAGAIN (Resource temporarily unavailable)
(Yeah, that's the wrong error -- but the only I could find for now) -- so a
read followed by something in parenthesis, then some spaces followed by a "=" and a negative number (= error). I guess you should find something like "ENOTFOUND" to indicate the missing file (don't know the exact error code).