The global navigation satellite systems (GNSS) play a vital role in transport systems for accurate and consistent vehicle localization. However, GNSS observations can be distorted due to multipath effects and non-line-of-sight (NLOS) receptions in challenging environments such as urban canyons. In such cases, traditional methods to classify and exclude faulty GNSS observations may fail, leading to unreliable state estimation and unsafe system operations. This work proposes a deep-learning-based method to detect NLOS receptions and predict GNSS pseudorange errors by analyzing GNSS observations as a spatio-temporal modeling problem. Compared to previous works, we construct a transformer-like attention mechanism to enhance the long short-term memory (LSTM) networks, improving model performance and generalization. For the training and evaluation of the proposed network, we used labeled datasets from the cities of Hong Kong and Aachen. We also introduce a dataset generation process to label the GNSS observations using lidar maps. In experimental studies, we compare the proposed network with a deep-learning-based model and classical machine-learning models. Furthermore, we conduct ablation studies of our network components and integrate the NLOS detection with data out-of-distribution in a state estimator. As a result, our network presents improved precision and recall ratios compared to other models. Additionally, we show that the proposed method avoids trajectory divergence in real-world vehicle localization by classifying and excluding NLOS observations.