[SalesForce] Referring a lookup in validation rule

I don't know if this is the answer, but try:

AND( ISBLANK(REP_Customer_Representative__r.Id), 
$UserRole.Name = 'Member_PA' ) 

I seem to recall the validation rules needing to look up a value on the parent (i.e. REP_Customer_Representative__r.Id), not just where there is a value in that field itself.

Let us know if this works... or not.

I would think you could implement the following validation rule on State:

AND(
    ISPICKVAL(State, ''),
    OR(
        ISPICKVAL(Country, 'CountryWithStates1'),
        ISPICKVAL(Country, 'CountryWithStates2'),
        ISPICKVAL(Country, 'CountryWithStates3')
    )
)

You'll have to manage the OR list yourself, but that seems tolerable.

If you would like to try a more programmatic approach, check out this blog post. It would allow you to write a trigger based validation something like:

Map<String, List<String>> countryToStates = GetDependentOptions('Lead', 'Country', 'State');
for (Lead newLead : newLeads)
{
    if (countryToStates.containsKey(newLead.Country) &&
        !countryToStates.get(newLead.Country).isEmpty() &&
        newLead.State == null)
    {
        newLead.State.addError(Label.State_Required);
    }
}