Pick Many - Multiple incorrect layers

I suggest that you stick with just two feedback layers: Correct and Incorrect. That let's the built-in functionality do its job.

However, you can still give custom feedback on the Incorrect layer. For example, this could be done via showing different states of one text box, or by showing different text boxes. Then use conditions in the triggers that show the custom feedback, so the appropriate text appears based on what items were selected (or not selected).