Try the following macro. It will exit at the first uncaptioned inlineshape. Fix that, then re-run to find the next uncaptioned inlineshape, and so on.
Code:
Sub FindUncaptionedInlineShape()
Dim iShp As InlineShape, Rng As Range, Fld As Field, bCapt As Boolean
With ActiveDocument
For Each iShp In .InlineShapes
Set Rng = iShp.Range.Paragraphs.Last.Next.Range.Paragraphs.Last.Range
With Rng
If .Fields.Count = 0 Then
iShp.Range.Paragraphs.Last.Range.Select
Exit Sub
Else
bCapt = False
For Each Fld In .Fields
If Fld.Type = wdFieldSequence Then
If Split(Trim(Fld.Code.Text), " ")(1) = "Figure" Then
bCapt = True: Exit For
End If
End If
Next
If bCapt = False Then
iShp.Range.Paragraphs.Last.Range.Select
Exit Sub
End If
End If
End With
Next
End With
End Sub