1) Use RMB, select chain to see where the gap is - the chain will
highlight and you will see the extents of the sketch.
2) Turn on your Tools->Options->Sketch->Display Entinty Points In
part/assy sketch - these are really helpful.
3) When the error occurs, it usually highlights the "bad" area or at
least the first one it finds - this can show the area that is bad.
4) Turn 1/2 the geometry into reference geometry, close the loop with a
temporary line you can quickly home in on a problem this way - once
debugged, go back to construction geometry.
5) Tools-> Sketch Tools -> Repair Sketch might be useful
6) Check Sketch for Feature