I don't know if this will help or not, but I used this tool to create an xml sitemap (which you have already created for you on WPD) but it also showed me where some links were broken.
Create your Google Sitemap Online - XML Sitemaps Generator
It returns how many are broken and then for a small fee it tells you which urls.
If you already know what those urls are - then you need to go to those pages and fix the links. It can be as simple often as just having a space by accident in the link you've created.
Caro