Oscar, I’m not aware of a way to customize the messages, but you can change the level of information provided in a way that might meet your objective. There is a setting to ‘display failed logon hints’ that you should see from the Configuration Manager in the SAS Management Console. This is set to ‘false’ by default so that sensitive security information like the existing of a userid isn’t displayed. That’s why you are just seeing a ‘bad username or password’ message.
If you set it to ‘true’, then you will start getting messages for errors that we can discern like an expired account, etc.