xsd:all - "child elements can appear in any order and each child element can occur zero or one time" (ie, maxOccurs can be 0 or 1)
xsd:sequence - "child elements must appear in a sequence. Each child element can occur from 0 to any number of times" (ie, maxOccurs can be 0 or any number or 'unbounded')
when we use under tag, it indicates all the elements that are declared in that complexType MUST appear in same order in XML document. otherwise, you will get an error. for there is no need to specify elements in proper order.
The schema merely defines what constitutes a compliant document.
How non-compliance is reported is entirely up to the validator. There is nothing stopping a validator from reporting exactly which fields are missing, but apparently the one you use does not in this case.
Whether that is a bug or by design you would have to discuss with the provider of the validator.