Thank you for your answer. But it won't help as I would need to mark the part of the text e.g. close it into <span> tag and only then I can style it. But the HTML tag is shown as a plain text as there is no contentType="html" attribute for the ErrorMessages element.

You can manually add some attributes to an element in the xpage.  Go to the properties of the Error Message element and look at All Properties > basics > attrs