eza treats the broken symlink as a directory rather than a file. (Maybe this was the design choice.)
$ cd ~/.config/eza/eza-themes/test_dir
$ eza --color --group --classify -1 --icons -l
$ eza --color --group --classify -1 --icons -l --group-directories-first
In comparison, gls handles broken symlinks (and coloring) as expected:
$ cd ~/.config/eza/eza-themes/test_dir
$ LS_COLORS='or=41:mi=41' gls --color -lg --no-group -l --group-directories-first -d *.mp3 *.yml *.cpp src
eza v0.23.4 [+git]
macOS 26.3
eza-bug.txt