You're trying to 'overload' the error message here a bit.
It's not meant to serve as an aggregated error message but quite obviously was designed with a single error in mind (identified by a single error number and message).
So, technically it will always just be single error string you get.
But there's no rule that forbids to insert CR/NL characters into your string. Why don't you just try this?
Other than that, I'd propose to look into using a logging table instead to keep more detailed error information.