I am not sure what you mean by lkm disappears, perhaps someone else will.What I mean is ... Back to 5.1_STABLE, I added ``lkm=YES'' to /etc/rc.conf. It will invoke /etc/rc.lkm, which in turn reads /etc/lkm.conf. /etc/lkm.conf instructed rc script to modload module(s) resided in /usr/lkm/. During etcupdate from 5.1_STABLE to 6.0_STABLE, it removed these lkm contents. All modules are moved from /usr/lkm/ to /stand/i386/6.0/modules/.
It is beyond my scope, Pongthep. :(Years ago when I used Packet Filter on NetBSD it required lkm, but I really do not recall much about it.
With so many problems on that particular machine, I would consider installing anew at this point.
Darrel