Hello
I spotted this thread and was just about to reply, but Dirk has answered it all perfectly. Thanks Dirk!
Under 'reports' there's also a 'canonical errors' report which will show canonicals with various technical issues - Those that are blocked by robots.txt, have no response, 3XX redirect, 4XX or 5XX error (essentially anything other than a 200 ‘OK’ response). It will also show any URLs discovered only via a canonical, that are not linked to internally from the sites own link structure (in the ‘unlinked’ column when ‘true’).
Hope that helps anyway.
Cheers!
Dan