The Validation Message widget is only supported in the legacy Dojo client and is not available in the React client, which aligns with Mendix’s direction to phase out Dojo entirely. As an alternative, validation should be handled using Validation Feedback via microflows or nanoflows: instead of placing a widget on the page, you perform your checks in the logic layer and return validation feedback on specific attributes or show a message to the user when the validation fails. This approach is fully supported in the React client, works consistently across platforms, and is the recommended way forward as Mendix continues moving away from Dojo-based components.

Hopefully, this would help you.