When Throw and Catch Link Events located in different sub-process levels (see attached image), process fails validation.

It is correct, but validation notification is not clear. It is the same as one Link Event is missing entirely (Catch or Throw).

There should be at least 2 link events to make a connection

Notification should be changed to something like:

The use of Link Events is limited to a single Process level (i.e., they cannot link a parentProcess with a Sub-Process).