Ah ha, I think the instruction just above step 5 is wrong. Currently it is written as:
pip install -r ~/golioth-ncs-workspace/zephyr/scripts/requirements.txt
instead, I think you want to use the following:
pip install -r ~/golioth-openthread/deps/zephyr/scripts/requirements.txt
That script installs a bunch of the python dependencies you will need, so if it did not install properly, you might not have everything you need to build. Thank you for letting us know about this!
I just tested the process again here (how I found the mistake in the walkthrough), but I was then able to build for the BT510.
Once you get the requirements.txt installed, can you first try building for the BT510 and then later try for the nRF52840DK? I believe there might be some additional steps you need to take because the DK doesn’t have all of the sensors we call out enabled. I can help you walk through removing those from the project once you verify you can build for the BT510.