AppServiceProvider.php

<?php

private function registerTestableLivewireMacro()
    {
        TestableLivewire::macro('dumpLastErrorBag', function () {
            dump($this->lastErrorBag);

            return $this;
        });

        if (function_exists('ray')) {
            TestableLivewire::macro('ray', function () {
                ray($this->dump());

                return $this;
            });
        }

        if (function_exists('ray')) {
            TestableLivewire::macro('rayLastErrorBag', function () {
                ray($this->lastErrorBag);

                return $this;
            });
        }
    }

You can use like this :
To see the current ErrorBag

Livewire::test(MyComponent::class)
            ->call('myFunction')
            ->dumpLastErrorBag()
            ->assertHasNoErrors()
            ;

To dump the component state but in ray

Livewire::test(MyComponent::class)
            ->call('myFunction')
            ->ray()
            ->assertHasNoErrors()
            ;

To see the current ErrorBag in ray

Livewire::test(MyComponent::class)
            ->call('myFunction')
            ->rayLastErrorBag()
            ->assertHasNoErrors()
            ;