mark_roach - 4:36 pm on Feb 1, 2013 (gmt 0)
It might depend on how your redirect script is written as to whether your outbound links get reported in WMT.
My script works in a similar way to the one here at WebmasterWorld in that it returns a 200 OK and has a META REFRESH to re-direct to the external page.
I know I have broken outbound links but have never seen one appear in WMT. However that could be because the script directory is blocked in robots.txt, so Google shouldn't be requesting the script anyway.
A previous incarnation of the script would return a 302 to the external page and I could see how any broken links in that case may appear in WMT. In fact the reason I re-wrote the script was because WMT flagged my site up as having malware due to the content of one of my outbound links.