You might get more information by launching the game in verbose mode ("verbose output" in Project Settings, I believe? Otherwise launch from command line with
When the first load error occurs, previous log entries in the console might tell you what it tried to load. Otherwise I don't think there is any other way without that setting.
You could also try opening scenes of your game, and the editor might tell you if they failed to load something.
Next time you want to remove a resource, try doing so from the editor, maybe it will check for you if scenes depend on it.
But it isn't flawless, so indeed, doing a global text search remains the most reliable way to check where a resource is used. Not just for scenes, but also scripts that might load it by name.