Data Validation

This is applied to Sheet1 and Sheet2 as per your Post1. How many sheets you want extend.
Eg:
If to extend for sheet3, Create helper column in Sheet3 and Name the range as CountBlankRng3

Formula for Validation (B2)
=INDEX(CountBlankRng1,MATCH($A3-1,$A$2:$A2,0))+INDEX(CountBlankRng2,MATCH($A3-1,$A$2:$A2,0))+INDEX(CountBlankRng3,MATCH($A3-1,$A$2:$A2,0))=0
Similarly for more sheets.