Logging util with static lambda function
What is the point of adding some parameters as part of format string when others are simply passed to String.format? You might as well just do the latter:

public class ExceptionUtils {

    private static final String CUSTOM_EXCEPTION_MESSAGE_FORMAT
            = "[XXX] %s Error during process bulk %s events. Event occurrences time: %d event retry count: %d, session: %s";

    private static String formatMessage(String type, String endpoint, long timestamp, int retryCount, String sessionToken) {
        return String.format(CUSTOM_EXCEPTION_MESSAGE_FORMAT, 
                type, endpoint, timestamp, retryCount, sessionToken);
    }

    public static String validationMessageException(String endpoint, long timestamp, int retryCount, String sessionToken) {
        return formatMessage("Validation", endpoint, timestamp, retryCount, sessionToken);
    }

    public static String unknownMessageException(String endpoint, long timestamp, int retryCount, String sessionToken) {
        return formatMessage("Unknown", endpoint, timestamp, retryCount, sessionToken);
    }
}


or even just:

public class ExceptionUtils {

    private static final String CUSTOM_EXCEPTION_MESSAGE_FORMAT
            = "[XXX] %s Error during process bulk %s events. Event occurrences time: %d event retry count: %d, session: %s";

    public static String validationMessageException(String endpoint, long timestamp, int retryCount, String sessionToken) {
        return String.format(CUSTOM_EXCEPTION_MESSAGE_FORMAT, 
                "Validation", endpoint, timestamp, retryCount, sessionToken);
    }

    public static String unknownMessageException(String endpoint, long timestamp, int retryCount, String sessionToken) {
        return String.format(CUSTOM_EXCEPTION_MESSAGE_FORMAT, 
                "Unknown", endpoint, timestamp, retryCount, sessionToken);
    }
}