OOTB, you cannot change this message because this is present in the Sitecore Kernel dll. Please see screenshot below:

In order to change this message, you will need to override the validators pipeline
<processor mode="on" type="Sitecore.Pipelines.Save.Validators, Sitecore.Kernel"/>
So, it will be something as below:
public class CustomValidators
{
public void Process(SaveArgs args)
{
Assert.ArgumentNotNull((object)args, "args");
this.ProcessInternal((ClientPipelineArgs)args);
}
protected void ProcessInternal(ClientPipelineArgs args)
{
Assert.ArgumentNotNull((object)args, "args");
if (args.IsPostBack)
{
if (args.Result == "no")
{
args.AbortPipeline();
}
args.IsPostBack = false;
}
else
{
string formValue = WebUtil.GetFormValue("scValidatorsKey");
if (string.IsNullOrEmpty(formValue))
return;
ValidatorCollection validators = ValidatorManager.GetValidators(ValidatorsMode.ValidatorBar, formValue);
ValidatorOptions options = new ValidatorOptions(true);
ValidatorManager.Validate(validators, options);
Pair<ValidatorResult, BaseValidator> strongestResult = ValidatorManager.GetStrongestResult(validators, true, true);
ValidatorResult part1 = strongestResult.Part1;
BaseValidator part2 = strongestResult.Part2;
if (part2 != null && part2.IsEvaluating)
{
SheerResponse.Alert("The fields in this item have not been validated.\n\nWait until validation has been completed and then save your changes.");
args.AbortPipeline();
}
else if (part1 == ValidatorResult.CriticalError)
{
string text = Translate.Text("Some of the fields in this item contain critical errors.\n\nAre you sure you want to save this item?");
if (MainUtil.GetBool(args.CustomData["showvalidationdetails"], false) && part2 != null)
text += ValidatorManager.GetValidationErrorDetails(part2);
SheerResponse.Confirm(text);
args.WaitForPostBack();
}
else
{
if (part1 != ValidatorResult.FatalError)
return;
// Changes to validation message goes here
}
}
}
}
Note that I have copied the code from the Sitecore.Kernel.dll
at the namespace Sitecore.Pipelines.Save.Validators
. You can dotpeek that dll and see how sitecore implemented the fatal error message.
Finally, you need to patch the config file to add yours:
<configuration xmlns:patch="http://www.sitecore.net/xmlconfig/">
<sitecore>
<processors>
<saveUI>
<processor patch:instead="processor[@type='Sitecore.Pipelines.Save.Validators, Sitecore.Kernel']"
type="YourNamespace, YourAssemblyName" />
</saveUI>
</processors>
</sitecore>
</configuration>