To summarize:

You are using local account sign-in with SAML issuer. This makes sign-in process happen on Azure AD B2C sign-in page. The error messages you see are just regular validation error messages. This all happens on the sign-in page, not the error page. Error content is only used by the engine when an unhandled exception breaks the execution of the user journey. Which is not the case with a regular sign-in.

Your option to customize validation errors are limited to using pure CSS on the sign-in page.

A really complex customization is demonstrated here

The document describing UI customization in general, is here

And UI customization using custom policy here

At your best effort you will come with some nice error messages like these: