I stopped using 'BUILD-NetBSD install' a long time ago, in favor of INSTALL-NetBSD, which basically just unpacks the sets, plus unpacks {,x}etc.tgz to /usr/netbsd-etc to use with etcmanage. But, you may be running into an actual issue in build.sh. It does look like probably your installation did work, except for modules. You might check your DESTDIR for module paths.
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