I'd use a nice visible cell and format it in big bold red letters.
Say your range you want to check is 3 cells (a1:A3).
Then in B1:
=if(counta(a1:a3)=3,"","You must enter all three cells")
Actually, I like to use an adjacent cell for each cell that must be filled in.
=if(a1="","","<-- This cell cannot be left blank!")