It will be a
table or other package-defined float type (eg
so if you are expecting 10 figures and you only got 9.... it had just finished outputting page 35 (that is the page numbered 35, not necessarily the 35th output page) (the  in your snippet) which should also give a clue.
Don't put floating environments in minipages or other non-floating boxes as this is the usual cause for lost floats.
The following example shows one way of visualising the lost floats. The Lost floats error is given as usual but if you carry on, each is lost float is output on an un-numbered page on its own before the document is resumed.
The example loses a couple of figures that were in a box, and a totdo note that was in a marginpar in a box. All three get output at the point of the error (a
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