'New asset' is a valid asset name. It is quite common because it is the default asset name. It is used when the author provides no other name in the Asset Editor.

You can enable Reports in the mod options dialog.

By opening the Assets Browser report, you can find the asset quickly with the 'Find asset' field. Since the asset failed, it is shown in red.

If the asset is on the workshop, you get a link to it.

If it is private (created by you), you can use the Date field to identify it. Date is the time stamp of the local asset file in that case.

Using Windows Explorer, you'll find your local asset files here:
%localappdata%\Colossal Order\Cities_Skylines\Addons\Assets