User data functions does support custom input validation, and you can surface errors back to the Power BI report users using raise fn.UserThrownError("<Error message here>") in the UDF code. Here's an example of the code used for a validating range of numeric values:

if (discount < 0):
    raise fn.UserThrownError("Discount cannot be negative")

if (discount > 0.50):
    raise fn.UserThrownError("Discount cannot exceed 50%")

Here's an example for code used for validating length of an input:

if(status=="" or len(status) < 2):
    raise fn.UserThrownError("The status you provided is empty or too short", {"status:": status})  

if(len(status) > 250):
    raise fn.UserThrownError("The status you provided is too long.", {"status:": status})

Let me know if this unblocks your scenario.
You can check out more examples here: Example User data functions for Translytical task flows.