Hello, 

How do you set that message then? 

You could just check all those properties and if one is missing set a single text in red.

You can try one of the below approaches:

1. If all the properties are available in the clipboard, you can try this.

Just check for any missing value in post data transform and set the error message to the page using:
@pxAddMessageToPage("Values are missing",myClipboardPage)

2. (One property will still be shown) In the flow action of the current screen, refer to a validate rule where all the properties are checked if blank and you do continue validation one after other. Use property .pyError in the property text box. This way all the error messages will be shown under one property "Error".

3. Set the property to use Edit Validate rule which display the message immediately after the change action, as per the attached sample.