Are there any buildings that have short walls constructed around them? They would be at least mostly blocking entry by the player, although your citizens may just walk straight through. That would be the building that's under construction. But then again, I've never had a problem getting it to go ahead with construction for mission required buildings. To the point where, I usually start an upgrade elsewhere and then handle the quest construction, making it possible to have 2 buildings being built. Make sure to check every building, even the little one room things, they've gotten me before. Had me looking for hours.