OK, but do you know how you will import them into AX?
If you buy a tool to do it, it will have its own way of handling errors.
Where I have seen customisations for this in the past, the solution typically uses a periodic job (which can be set to run in batch) to import files. Each file contains one sales order. The periodic job monitors a folder, importing files as they arrive in the folder. On a successful import, the job moves the file to a 'imported' folder. In the case of an error, the whole order fails to import, and the job moves the file to an error folder.
In addition, the job writes success or fail messages to an infolog which can be viewed in the batch job history.
This way, users simply need to look into the error folder for the exceptions. Because the files are moved, the job does not continually attempt to re-import them.