Tracy,
in your MF create a boolean variable set to true. Then in a split check the first required field, if not filled change the variable to false and in the second action do a validation feedback action on the field. If the field is filled proceed to a merge action and make sure the validation feedback is also connected to the merge. Now start with the second split for the second field and do the same there, etc. At the end the boolean variable is either true or false depending on all the splits, then in a last split determine what to do. For example if true then commit the record and close the form. if false then do nothing and the user sees the validation feedback under all the fields.