Steps to replicate:

1. Create a page, and on that page paste in an image on the internet that will not load.
2. Create a PDF space export of the space containing that page

Result:

Export will continue to run forever and the following error will be displayed in the logs:

WARN [Long running task: PDF Space Export] [confluence.extra.flyingpdf.ConfluenceExportUserAgent] getImageResource Could not retrieve image resource http://www.site.com/image.gif during Confluence export

Expected Result:

Either the export will fail, or it will produce an export that does not contain the image.