[SalesForce] Custom errors using apex:pageMessages

The code you've produced is quitting after the first error (return null). A more usual scenario is to set a flag when validation fails, then check for the flag at the end of the validation to abort processing.

Here's a common example:

public PageReference doSomething() {
    Boolean okayToSave = true;
    if( condition1 ) {
        record.field1__c.addError(...);
        okayToSave = false;
    }
    if( condition2 ) {
        record.field2__c.addError(...);
        okayToSave = false;
    }
    if( conditionN ) {
        record.fieldN__c.addError(...);
        okayToSave = false;
    }
    if( !okayToSave ) {
        return null;
    }
    // Now save the data
    insert record;
    return Page.SuccessfulSave;
}

Of course, I left out the part where you use a try-catch block or other error handling for the actual save, because it's not relevant to what I'm trying to explain.

I take it that this is the 404 page for an authenticated Salesforce Community user? If so, this is a known issue with Communities that requires Salesforce to make changes to the way that communities work so that your own 404 page is shown to the authenticated user. I'd suggest raising a case with Salesforce to make the issue visible such that it may be fixed in a later Salesforce release.