It sounds like you are not having a pkg_rolling-replace problem, in that the underlying make replace does not work. Please see the pkg_rolling-replace man page where it asks that problems with a make replace (that was ordered reasonably) not be reported as pkg_rolling-replace issues.
I would suggest checking your pkgdb (that you only have one, rebuild, rebuild-tree, check). Also, when you upgrade NetBSD from 9 to 10, you can run old packages, but you cannot (soundly, in general) run a mixed package set. So you need to mark all packages rebuild=YES or do something equivalent.
