That was surprisingly easy. CssProvider expose parsing errors https://docs.gtk.org/gtk4/class.CssProvider.html
I simply convert them to LSP diagnostics and re-use the logic I implemented to inline LSP diagnostics in GtkSourceView.
This approach works well with out-of-process preview too, as diagnostics are obviously serializable.
For people who care about, support, or build Free, Libre, and Open Source Software (FLOSS).