When calling "which" for a function that cannot be parsed, an error is thrown.
In Octave 4.4.1 and a recent dev:

>> which test_wrong
parse error near line 1 of file D:\temp\test_wrong_syntax.m

  syntax error

>>> function 5 = test_wrong_syntax()
             ^

error: called from
    which at line 34 column 5

Matlab doesn't throw an error when calling "which" for this file:

>> type test_wrong_syntax

function 5 = test_wrong_syntax()

end
>> test_wrong_syntax
Error: File: test_wrong_syntax.m Line: 1 Column: 10
Unexpected MATLAB expression.
>> which test_wrong_syntax
D:\temp\test_wrong_syntax.m
>>

Also in Octave:

>> which test_wrong_syntax.m
'test_wrong_syntax.m' is the file D:\temp\test_wrong_syntax.m

See also bug #54600 where Pantxo wrote: "Personally, what I want when I use "which fcn" is Octave to answer the question "In which file will you search for the definition of fcn?"." to which I agree.