How to solve: gkr-pam: unable to locate daemon control file?
This is an informational message; it's not an issue.
You can see this Arch Linux forum thread for details
It doesn't find the daemon control file, so it caches the password, and is successful in opening the keyring once the session is properly initialized.
Read, there is no issue and no error and this is of informational value. It could be relevant if the daemon fails to start during session init, as that isn't the case here it can be safely ignored.
The underlying reason is likely that gkr-pam runs before the system gets around to initializing the rest of the session and starting relevant user services, so the gnome-keyring daemon that is intended to be unlocked does not yet run the first time this check happens.