Matt is correct, link as redirect from affiliate site doesn't  pass link juice, but it does count as a link with several other search engines, such as Bing usually do pass. Also I am strong believer in Matt Cutts theory, but he hasn't been part of Google for quite some times, Google is rolling out unnamed algorithms, meaning everything is possible specially if you are finding those links in webmaster search console.

I was facing similar issue with huge sites, that have over 100s of thousands of pages. But ever since I upgraded my computer with RAM and SSD it run way better on huge sites as well. I tried several scrappers and I still believe Xenu is the best one and most recommended by SEO experts. Also you might want to check this post on Moz Blog about Xenu's
http://moz.com/blog/xenu-link-sleuth-more-than-just-a-broken-links-finder

Good luck!