You would need to add data validation to the individual fields you would like to verify. Have you tried this?
If you're talking about blank required fields, then those will have a red asterix, not a red dashed border.
You could also disable the submit button if certain fields are not filled out, forcing the user to continue filling out the form.
As far as the "default Validation Error message which pops up", can you clarify what that is? Perhaps attach a screenshot using the Options tab when you reply. Thanks.