How do i have Warning Message without using system Function to point to that row

Hello Mentors,

I have a text Substituted Custom Warning Message created which i want to use to highlight in a Row Column.

usually when we use system Function "Set grid Cell Error", it highlights the Column and also it provides an option on header "Go To Error"/ "Go To Warning" due to which if my error is on 25 row it can directly take me to that row. I want to use this functionality but in my case i have Text Substitution Message.

Currently when i am trying to use c BSFN B0800366, it throws the Message with text Substituted but does Not provide option for "Go To Error"/ "Go To Warning"