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I have a feature class with a lot of domains and a lot of different properties e.g. null values, subtypes, and so on.

I am using Validate features (Editor tool) and get the selection of the invalid feature(s), but I cannot figure out why some features are invalid.

Is there a way to get a report or something? enter image description here

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Unfortunately no. Validate Features is a really simple tool for finding out if you have any unvalid features in your selection. There is no way to tell why these features are invalid in batch mode. What you can get out-of-the-box is to select all your features in the editing session > Editor > Validate Features. You will get only unvalid features in the selection. Now you will have to go through each feature (create a new layer from the selected features and use Attribute Table) and then run Validate Features (which will give you message with specific information). To make the process go faster, consider creating shortcuts with the keyboard (Customize menu):

enter image description here

To get a report on invalid features regarding domains and subtypes, I would use Python to check the values in the field and whether it is within the domain range. This type of checks is possible thanks to ArcPy package, however this would require some time to develop. If this is just a couple of control checks, go for Python and develop a tool that will report what values are invalid and why.

In case you have many checks to go through, consider using Data Reviewer extension. It is a great piece of software for multiple QA/QC checks. Validating coded value and range domains to ensure that all values meet domain constraints is one of the checks available. It would take some time to get started, however the amount of QC operations available is impressive and it would be a great time saver.

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