Exhaustive SQL stored proc validation make insert slow
Insert all the data into a staging table without verifying anything.  This should go quickly, but your mileage may vary.  This also assumes that you are only ever going to be doing one insert at a time.  Multiple inserts may require multiple staging tables, but you might be able to use a temp table for it or have a session identifier in the staging table to indicate discrete insert operations.

In any case, once the data is loaded into the staging table, perform your validation checks.  Something like this (I don't know your database structure so this is just an example).

UPDATE StagingTable
SET ErrorDesc = ISNULL(ErrorDesc,'') + 'MemberClassName mismatch'
WHERE NOT(MemberClassName IN (SELECT MemberClassName FROM MemberClass))


Repeat this for all your validation rules.  This should go much faster than your row by row check.

Once done, move all rows that had no validation errors into the final tables, then output all the errors for whatever you want to do with them.