As far as I know there is no resource on the scope to determine if your syntax is bad. There is no error message.
Although undocumented in Siglent manuals, try using SYSTem:ERRor? to get very basic syntax or execution error messages. Seems to work on my SDS2000X+ scope and appears for several other vendor manuals.
It can tell you basic things such as whether it couldn't understand the command or if you submitted an invalid parameter.
# Command executed without error
>>C1:PAVA? ALL
MAX,3.041670E+00,MIN,-3.333000E-02,PKPK,3.075000E+00,TOP,3.025000E+00,BASE,-1.667000E-02,AMPL,3.041670E+00,LEVELX,****,MEAN,1.672978E+00,CMEAN,****,STDEV,1.489559E+00,VSTD,****,RMS,2.240009E+00,CRMS,****,MEDIAN,3.000000E+00,CMEDIAN,****,OVSN,****,FPRE,****,OVSP,5.479452E-01,RPRE,5.479452E-01,PER,****,FREQ,****,TMAX,1.000047E-01,TMIN,9.995001E-02,PWID,****,NWID,****,DUTY,****,NDUTY,****,WID,****,NBWID,****,DELAY,9.999395E-02,TIMEL,9.999395E-02,RISE,3.382510E-06,FALL,****,RISE20T80,3.382510E-06,FALL80T20,****,CCJ,****,PAREA,1.681520E-04,NAREA,8.541200E-07,AREA,1.672978E-04,ABSAREA,1.690061E-04,CYCLES,0.000000E+00,REDGES,1.000000E+00,FEDGES,0.000000E+00,EDGES,1.000000E+00,PPULSES,0.000000E+00,NPULSES,0.000000E+00
>>SYST:ERR?
0,"No error"
# Undefined header/command
>>INVALID_COMMAND
>>SYST:ERR?
-113,"Undefined header;INVALID_COMMAND"
# Invalid command parameter
>>C1:PAVA? PARAM
>>SYST:ERR?
-224,"Illegal parameter value"
Keysight has a full list of possible error messages:
https://rfmw.em.keysight.com/bihelpfiles/n8900/webhelp/US/Content/__A_Home_Page/SCPI_Error_Messages.htm