Greetings to all

First of all I'd like to thank all participants and moderators of this forum for the top excel solutions as I use countlessly solved threads to organise my work with excel.

Currently, I attept to accomplish something in excel I haven't yet come accross on this forum and have no idea how to do it. I hope that guru's of vba will help me out on the following issue:

I use 2monthly data sheet that contains approximately 30 columns and variable number of rows. There is a moment when I create dropdown lists for columns E (Main Choice) and F(Second Choice) which I'll combine using a hyphen in column G. The problem is that I want to check that all cells in column E are filled in or no cell in a range hasn't been left blank before I combine the texts . I also had an idea to highlight all empty cells using conditional formatting but figured out that all empty cells in the columns get highlighted, the effect I don't want to see. I want to generate a code that will check for blank cells in column E. IF columns E contains blank cells I want to quit my procedure and return an error message with indication of cells that are left blank. (e.g. if cells "E26" and "E122" are left blank the message will state: "Please, specify cells "E26", "E122"). In opposite case, I want my macro to continue working.
Is this even possible?

I hope I explained well my issue and I'm looking forward to getting a solution or a hint for it.

Thanks in advance,
Andrei Kononenko