Hi Shahrukh,
In Order_save BAdi, You should use method CHECK_BEFORE_SAVE for your validation.
Also you need to check if you are adding error message properly. Might be error message is not raised properly.
Sample code would be as below:
If " your field is blank
lr_msg_srv = cl_bsp_wd_message_service=>get_instance( ).
CALL METHOD lr_msg_srv->add_message
EXPORTING
iv_msg_type = 'E'"
iv_msg_id = lc_msgid " Your message class
iv_msg_number = lc_message " Your error message
iv_msg_level = '1'.
RAISE do_not_save .
Let us know if you still face the issue.
Regards,
Atul