You can leverage JAXB's ValidationEventHandler for this. An implementation can then be set on instances of Marshaller and Unmarshaller.
The following may work (I haven't coded it yet). You could create a StAX XMLStreamReader on you XML input. Then unmarshal from that using an Unmarshaller with a Schema set on it to enable validation.
If an error occurs the unmarshalling will stop. Then you can check what event the XMLStreamReader is currently at to see where the error occurred.
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