In T-code OKKN you must change the costing variant setting "Transfer Active Std Cost Est. Check if it is checked or not?
Then errors in costing will be rolled-up.there should be a warning message in the higher-level cost estimate which says 'Cost estimate for material & contains errors -> Planned price'.
If it is a 'user-defined message' and the message type can be changed in t-code OPR4_CK. Please set the message type to 'Error' if you want
Make sure after this check you re run the cost estimate using CK40n.
Thanks
Hrusikesh