(1) You selected the Elementor Plugin Style in the Site Reviews settings, Elementor adds the red X to the form’s validation messages. If you are not seeing the red text next to the red X, try flushing your page cache or load the page in a new private browser window to test.
(2) The gap you are seeing between the button and the validation error message is because you have enable the reCAPTCHA integration in the Site Reviews settings and set it to display inline. However, elsewhere on you page you have added the following custom CSS which is making the reCAPTCHA badge invisible:
