New project generated via MX - In Properties -> C/C++ Settings -> MCU GCC Linker -> General
The linker script is specified as ..\STM32F072RBTx_FLASH.ld
The backslash only workd for DOS/Windows. A forward slash works for DOS/Win, OS X and Linux. Please make this change.
If this is a Cube rather than a Workbench issue please let me know and I will post to the ST forum.