Catching an unhandled IOErrorEvent in Flash AS3
You must listen for the IOErrorEvent.IO_ERROR of your URLLoader object.
urlLoader.addEventListener(IOErrorEvent.IO_ERROR, loaderIOErrorHandler);
function loaderIOErrorHandler(errorEvent:IOErrorEvent):void{
trace("ioErrorHandler: " + errorEvent);
}
If you trace the event object, then it should give you some information about what is going on.
if you are using a loader; try adding the eventListener to the contentLoaderInfo of the loader, e.g.
myLoader.contentLoaderInfo.addEventListener(IOErrorEvent.IO_ERROR, loaderIOErrorHandler);