I tried to add a label to each mandatory component of my screen that is empty (field 01 and field 02), so I created a list of labels with the corresponding amount of fields / components. However, the attempts I made to "set" the corresponding messages of each label (with the names of each field) do not work properly.

In the example I used only 3 fields of type JTextField , but the idea is that the number of fields can vary.

import java.awt.Color;
import java.awt.Dimension;
import java.awt.EventQueue;
import java.awt.Font;
import java.awt.GridBagConstraints;
import java.awt.GridBagLayout;
import java.awt.Insets;
import java.lang.reflect.Modifier;
import java.util.ArrayList;
import java.util.List;
import javax.swing.JButton;
import javax.swing.JComponent;
import javax.swing.JFrame;
import javax.swing.JLabel;
import javax.swing.JPanel;
import javax.swing.JTextField;

public class AdicionaCmp extends JFrame {

    private MeuJTextField jTextField1 = new MeuJTextField(true, "Campo 01");
    private MeuJTextField jTextField2 = new MeuJTextField(true, "Campo 02");
    private MeuJTextField jTextField3 = new MeuJTextField(false, "Campo 03");
    private JButton jButton = new JButton("Validar");
    //private JLabel labelInferior = new JLabel();
    private Font fonte = new Font("Arial", Font.PLAIN, 10);

    private List<JLabel> listLabel = new ArrayList<>();
    private List<JComponent> listComponentes = new ArrayList<>();

    public static void main(String[] args) {
        EventQueue.invokeLater(AdicionaCmp::new);
    }

    public AdicionaCmp() {
        add(montaTela());
        //setSize(600, 350);
        pack();

        setVisible(true);
        actionButton();
        setLocationRelativeTo(null);
        setDefaultCloseOperation(EXIT_ON_CLOSE);
    }

    private JComponent montaTela() {
        JPanel painelPrincipal = new JPanel();

        JPanel painel = new JPanel();
        painel.setLayout(new GridBagLayout());
        adicionaComponente(1, 1, 1, 1, painel, painelPrincipal);
        adicionaComponente(1, 1, 1, 2, jTextField1, painel);
        adicionaComponente(2, 1, 1, 2, jTextField2, painel);
        adicionaComponente(3, 1, 1, 2, jTextField3, painel);
        adicionaComponente(4, 1, 1, 1, jButton, painel);
        return painelPrincipal;
    }

    public void adicionaComponente(int linha, int coluna, int linhas, int colunas, JComponent componente, JPanel painel) {

        GridBagConstraints gbc = new GridBagConstraints();
        gbc.gridy = linha;
        gbc.gridx = coluna;
        gbc.gridheight = 1;
        gbc.gridwidth = 1;
        gbc.anchor = GridBagConstraints.EAST;
        gbc.insets = new Insets(5, 5, 5, 5);

        JPanel painelInterno = new JPanel();
        painelInterno.setLayout(new GridBagLayout());
        JLabel rotulo = new JLabel();

        if (componente instanceof MeuJTextField) {
            rotulo = new JLabel(((MeuJTextField) componente).getNome());
        }

        GridBagConstraints gbc1 = new GridBagConstraints();
        gbc1.gridx = 1;
        gbc1.gridy = 1;
        gbc1.anchor = GridBagConstraints.WEST;
        gbc1.insets = new Insets(5, 5, 5, 5);
        painelInterno.add(rotulo, gbc1);

        GridBagConstraints gbc2 = (GridBagConstraints) gbc1.clone();
        gbc2.gridx = 2;
        gbc2.fill = GridBagConstraints.BOTH;
        gbc2.gridwidth = GridBagConstraints.REMAINDER; //Especifica que esse componente é o último componente em sua coluna ou linha.
        painelInterno.add(componente, gbc2);

        GridBagConstraints gbc3 = (GridBagConstraints) gbc1.clone();
        gbc3.gridx = 2;
        gbc3.gridy = 2;

        listComponentes.add(componente);

        if ((componente instanceof MeuJTextField) && (((MeuJTextField) componente).eObrigatorio())) {

            JLabel labelInferior = new JLabel();

            for (int i = 0; i < listComponentes.size(); i++) {
                labelInferior = new JLabel();
                painelInterno.add(labelInferior, gbc3);
                setMessage(listLabel, ((MeuJTextField) componente).getNome());
                //listLabel.add(labelInferior);
            }
            listLabel.add(labelInferior);
        }

        gbc.anchor = GridBagConstraints.WEST;
        gbc.gridx++;
        gbc.gridheight = linhas;
        gbc.gridwidth = colunas;
        painel.add(painelInterno, gbc);
    }

    private void actionButton() {
        jButton.addActionListener(e -> {
            validaComponentes();
        });
    }

    private void setMessage(List<JLabel> listLabel, String message) {
        for (JLabel labels : listLabel) {
            labels.setFont(fonte);
            labels.setForeground(new Color(255, 21, 8));
            labels.setText(message);
        }
        pack();
    }

    private boolean validaComponentes() {
        java.lang.reflect.Field[] allFields = this.getClass().getDeclaredFields();
        for (java.lang.reflect.Field field : allFields) {
            if (Modifier.isPrivate(field.getModifiers())) {
                try {
                    field.setAccessible(true);
                    Object fieldValue = field.get(this);
                    if (fieldValue instanceof MeuJTextField) {
                        if (((MeuJTextField) fieldValue).isEmpty()) {
                            setMessage(listLabel, "O " + ((MeuJTextField) fieldValue).getNome() + " não pode ser vazio !");
                            return false;
                        }
                    }
                } catch (Exception ex) {
                    ex.printStackTrace();
                }
            }
        }
        return true;

    }

    class MeuJTextField extends JTextField implements MeuComponente {

        private boolean eObrigatorio;
        private String nome;

        public MeuJTextField(boolean eObrigatorio, String nome) {
            this.eObrigatorio = eObrigatorio;
            this.nome = nome;
            setPreferredSize(new Dimension(200, 25));
        }

        @Override
        public String getNome() {
            return nome;
        }

        public boolean isEmpty() {
            return getText().trim().isEmpty();
        }

        @Override
        public boolean eObrigatorio() {
            return eObrigatorio;
        }
    }

    public interface MeuComponente {

        public String getNome();

        public boolean eObrigatorio();
    }
}