I feel it has recently been discussed but I can’t really find the topic (except for one related to repeating macro blocks).

When writing in a FASMW editor, it’s quite convenient to use plain string literals as error messages:

This makes FASMW show the string in the error window, without the err directive. But the preprocessing is then continued which, although will not produce any output file later, just seems to be wrong, ’cause the error condition has already been detected and there’s no need to proceed.

Is there any way to interrupt preprocessing stage early at particular point in code? (preferably without intervening what the FASMW error window will show)

There are several kinds of faults that make the preprocessor stop, including a "too much arguments to a macro" error. You could use that one as following:

Sadly, this one doesn’t make FASMW show the string in its error window.

Errors that occur during preprocessing never do.