I saw a number of posts on this topic with no real clear solution. I would like to present my solution here. It is based on the work of a number of people on this forum.
But first I would like to state that it is beyond comprehension why Nintex does not have the option to validate before Save and Continue right out of the box. We should not have to come up with a hack for something that common sense says should have been a part of the original design.
Now for the solution.
1. Place a Save and Continue button on your form.
3. Hide this button with a rule. Remember to turn off the appearance on the ribbon for this button.
alert("The form is incomplete. Press OK then scroll to the top of the form to see what fields need to be completed.");