EAttachmentFileNotFound is not a standard Indy exception, so it must be coming from your own code, or another 3rd party library.

Delphi 2007 was released almost 16 years ago. A lot has changed in Indy during that time. In fact, I think the changes you mention were actually made prior to, or maybe around, the release of Delphi 2007 (as they already existed in Indy's code in early 2008).

For instance:

in EIdException, the If(True|False) methods were removed (I don't know when exactly that change happened). In which case, you will have to use your own if and raise expressions now, eg:
```
if not FileExists(parActualAttachmentFileID) then
  raise EAttachmentFileNotFound.Create('File ' + parActualAttachmentFileID + ' not found.');
```
in TIdComponent, the AWorkCount/Max parameters of the OnWork... events were changed from Integer to Int64 in 2006 (see OnWork Events changed to 64 bit on Indy's blog).
in TIdSMTP, the atDefault value was renamed to satDefault (again, I don't know exactly when this change was made).

So, you need to update your code accordingly.

I'm left wondering whether there was ever a "breaking changes" document generated.

No such document was ever created, no. However, changes that affect user code are typically announced on Indy's blog, under the Changelog category.