>>>    ERROR: /usr/pkg/bin/xlock: 	libSM.so.6 => not found
 >>>    ERROR: 	libICE.so.6 => not found
 >>>    ERROR: 	libX11.so.6 => not found
 >>>    ERROR: 	libXext.so.6 => not found
 >>>    ERROR: *** The programs/libs shown above will not find the listed
 >>>    ERROR:     shared libraries at runtime.
 >>>    ERROR: Please fix the package (add -Wl,-R.../lib in the right
 >>>    places)!

 >>> 
 >>> X11_TYPE=modular

 >> Does your system have a native X and/or imake and xmkmf not from
 >> pkgsrc?

> Neither X libs/header nor imake/xmkmf are installed.

> X libraries, header and imake was installed previously (that time I played
> with X11_TYPE=native) but all X packages was removed since then
> and therefore rebuilt. What packages can lead to this problem?

I removed ALL packages and rebuild them all. The problem repeated.
So, now I'm absolutely sure that neither imake nor xmkmf is installed.
Both they are from pkgsrc.

-- 
Best regards, Aleksey Cheusov.