Databinding errors are shown in the app console with a link to the databinding formula of the component with the failing databinding, something like this:
If the form is or was open in Design, then the link opens the form, selects the component and sets the focus on its databinding property. Awesome.
If the form is or was open in Split or Code mode, then the link opens the form in Split mode. Still pretty good, but not really awesome.