Opnsense 22.1 clean install
As I had installed dyndns before after those errors I uninstalled ddclient and restarted Opnsense. Then I reinstalled it and I got errors again including ddclient.conf not appearing when it really is.
Errors in Github ddclient:
https://github.com/ddclient/ddclient/issues/373
https://github.com/ddclient/ddclient/issues/381