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At the moment a Cascading Select Custom Field that is marked as required, will pass if only one field is selected.
At the moment this is outside the scope of the custom field.
Required field validation works only on the first Cascading drop-down list
Cascading Select should be consistent related the Required option
Cascading Select field should have both parent and child value validated in the 'required' mode
Statistics Gadget and Cascading Select Lists
Ability to make both fields required in Cascading Select CF