Log where permissions are being refused?
No. Permissions usually are checked by a function call to user_access and for performance reasons there is no way to override that (not that D6 was so big on overrides like D7 is -- still that function can't be overridden in D7). You can set use devel to see the query if one is run or Views can display the query. As a last resort, you can add error_log(4, $string); into user_access itself to send the permissions into Apache error log or similar.

Note that it can be a node access issue, in this case the query log will help you.