I struggled around with validation errors on AjaxChangeBehaviors.
I wasnt able to get my validation error printed out unless I override onError(AjaxRequestTarget) of my Behavior instance to add my feedback panel manually to the AjaxRequestTarget.
After overriding it, it was very logical to me.
But I found the onError(...) quite accidentally.
A short hint or note in javadoc of OnChangeAjaxBehavior or AjaxFormComponentUpdatingBehavior, that is recommended to override onError(...) as well, would be great for other developers, especially to new ones, I think.