Hi,
In the backend, most saves of the order data is done in a popup, which closes itself after, or in an ajax request, without a full refresh of the page being needed.
However, the standard enqueueMessage mechanism requires a full display of the page to display the message.
Supposing the location where the saving occurs allow you to output HTML, you could call the function hikashop_display($msg, 'error'); to directly output the error message.
But that might not be possible. I would need more details on where you're saving the order exactly to be able to tell you what are your options.