In harvard package it is possible to customise missing citations by renewing a special command called \HAR@checkdef. Here is an example:

\usepackage{pdfcomment}                  %% Tooltips over text with \pdftooltip
\bibliographystyle{apsr}                 %% (Smith, 2000)
\makeatletter                            %% Replacement of ? with ?? and a tooltip for broken citations (eases problem search in pdf)
    \pdftooltip{??}{\escapedkey}\@warning{Citation '#1' on page \thepage \space undefined}}%

This code replaces a single stanard bold question mark with a double question mark and adds a tooltip into a PDF: (?) → (??). By using two question marks as a symbol for something incomplete or wrong I can quickly do CTRL+F ?? in a large document and instantly assess its readiness.

I've recently moved from harvard to natbib as it has more options for various brackets around citations, but now I can’t make this trick with a double question mark work again.

What command should I renew or add to be able to customise broken citations in a natbib-using document?

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