Karol i think i understand what you want. What you could do is do a retrieve in your microflow to retrieve the association object. Then check whether it is empty, if it is then show a validation message and if it isn't empty open up the form. Is this what you want?
create on change microflow on the required fields, which triggers the conditionally visibility of fields (use an attribute without commit). You than have to create to fields with buttons (one when the required fields are correctly filled and one not)
Now ... is it possible to see the required messages before the new form opens?
please clearify, where do you want to see the 'required' message if not in the form?