I'll drop my two cents here: having multiple layer validations reduce the effort needed to find the root cause of a data incident, but it has a drawback: they are harder to maintain.
Every layer has a set of rules to be enforced and there will be assets that are more critical than others, so here prioritization is key: discover which assets are consumed the most and apply validations there first.
You could take a look at Rudol Data Quality that has native Databricks integration and allows you to create quality checks based on "policies" to validate multiple tables at once, and propagate the validations across the whole linage.
Have a high-quality week!