Based on what I see here:
"Error Messages" is a prop (as @yuhuisg said, that has pathing enabled on it)
This creates the "Exit" and "Entry" variations... (first and last value in this prop within the visit)
"Error Message Type" looks like a classification rule created from the "Error Messages" prop. You can tell that this is a classification, because instead of seeing "(prop*)", you instead see the name of the prop in the parenthesis "(Error Message)"
This rule is likely using the Classification Rule builder, which you can check the rules to populate it by going to Admin > Classification Rule Builder (if you don't have admin rights, you can always ask your admin about what they have configured.