MACRO to check validation dropdowns left blank

Based on my limited VBA knowledge as well, the following procedure should work.

Sub IdentifyBlanksinDataValidation()
    On Error Resume NoBlank
    Cells.SpecialCells(xlCellTypeAllValidation).SpecialCells(xlCellTypeBlanks).Select
    MsgBox "There are blank cells...", vbCritical
    Exit Sub
NoBlank:
'   Your copying fields to other sheet statements go here...
End Sub

I think waiting for an expert's answer is better though.