Does anyone know if there is a way to require a department when entering JE, Invoices, and payments?

Yes, under 'Accounting Preferences' in the 'Classification' section, you can make segments mandatory.

But I wouldn't check that box @Kpacifico without doing a bunch of testing. That setting makes Department mandatory everywhere it's visible on a form. If you just turn that on, you run the risk of not being able to save transactions or automations breaking where that field isn't being set.