I've spent some time pondering this question. One approach is to create a generic class that takes any data type for its main data field and another property to represent the error state. This way a XamDataGrid CellValuePresenter has something associated with the data to use to trigger the visual error state in the cell. I have attached the solution in a sample project.

The sample declares UnboundFields to communicate how each Field should show the data part of the object in each record and the CellValuePresenter for each Field shows a visual state change triggered off the HasError property. In the sample, the cells with the errors are highlighted with a gray background, a red border and bold text.

I apologize that this solution comes months after your original post. Hopefully, it will prove helpful to you and others.