Using WP’s registration_errors filter in WP-Members 3.4.0+

/**
 * This example code returns a "demo" error during registration using the 
 * WP-Members registration form.
 *
 * For documentation on this hook, see:
 * https://developer.wordpress.org/reference/hooks/registration_errors/
 */
add_filter( 'registration_errors', function( $errors, $username, $email ) {
    
    $errors->add( 'demo_error', __( '<strong>ERROR</strong>: This is a demo error.', 'my_textdomain' ) );
    
    return $errors;
}, 10, 3 );