How to test massives amount of links?
Sure, pick any coding language of you choice and iterate over the list of links connecting to the website. You will receive the website as some kind of object. If you know what the error page looks like, just check the object contains that error page (for example check for some string).

Also, just you could try one of the tools on this website:
http://www.softwaretestinghelp.com/tools/30-top-website-link-verification-testing-tools/