Plugins NppExec Execute (F6) is much more powerful than plain Run (F5). Install NppExec via Plugins, Plugin Manager. Then in F6 add/save the following:
NPP_SAVE
cd "$(FULL_CURRENT_PATH)"
C:\Python34\python.exe -u "$(FULL_CURRENT_PATH)"
In Plugins NppExec Console output filters (Shift+F6)
add the following HighLight mask:
*File "%FILE%", line %LINE%
Make sure it's checked, and make it e.g. red and underlined.
Upon "F6/execute" errors will be highlighted and clickable !
This works in NPP568, possibly older.