That isn't very feasible. PayPal will send to the failure page on the first error. it will only let you know of one field that was entered incorrectly.
On the failure page, you could go to the bindings panel, click the plus button and select eCart -> Local Checkout -> Local Checkout Response. From the list of payment gateways, select PayPal Direct Payment. This will create a dynamic data binding group for the paypal response. You could store the error code in a session variable, then code an if statement on the checkout page to change the style of the form element corresponding to the error code based on the following table:
All of the fields on the checkout page are already stored in session variables, you could bind the initial value for each form element to the corresponding session variable on the Bindings panel.