the issue is occurring because the recordsets for some of the dynamic elements in your map are not returning results, this is causing <ul> tags to be started, but no <li> tags are in them which is causing the w3c validation to fail
<li class="parent"><a href="/towns-in-conwy.php?TownID=7">Colwyn Bay</a>
<ul class="level-2">
</ul>
</li>
once the database is properly populated with data, it will not fail validation.