Fix form errors order.

my_module.php

<?php
/**
 * Change error messages order.
 *
 * We need to change the error messages order, because it's wrong. To do that,
 * the session array must be modified. It's not nice, but gets the job done.
 */
function my_module_validate_messages_order($form, $form_state) {
  $errors = form_get_errors();
  // Skip, if there isn't any form errors.
  if (empty($errors)) {
    return;
  }
  // Clear errors.
  form_clear_error();

  // Sort form elements to get the right order.
  uasort($form, 'element_sort');

  foreach ($form as $key => $message) {
    foreach (array_keys($errors) as $name) {
      // If the element have a message.
      if (strpos($name, $key) === 0) {
        // Find the correct key form messages.
        // It is not nice to use a session variable.
        $k = array_search($errors[$name], $_SESSION['messages']['error']);
        if ($k !== FALSE) {
          // Unset the message.
          unset($_SESSION['messages']['error'][$k]);
          // Set error message again.
          form_set_error($name, $errors[$name]);
        }
      }
    }
  }
}

function my_module_form_alter(&$form, $form_state) {
  $form['#validate'][] = 'my_module_validate_messages_order';
}