We have few modules like intel igb, i40e, ixgbe built from sources, and this modules does not exist in /boot/initrd.img

vyos@vyos:~#sudo lsinitramfs /boot/initrd.img | grep igb.ko
vyos@vyos:~#sudo lsinitramfs /boot/initrd.img | grep ixgbe.ko
vyos@vyos:~#sudo lsinitramfs /boot/initrd.img | grep i40e.ko

I think this happened, because this modules have installed path /lib/modules/4.19.91-amd64-vyos/updates/... and does not exist in /lib/modules/4.19.91-amd64-vyos/kernel/...
For confirmation this thing I was change 17-gen_initramfs.chroot and add copy modules from /lib/modules/$kernel/updates/ to /lib/modules/$kernel/kernel/ and this works.
I propose add to drivers build process INSTALL_MOD_DIR for changing path

INSTALL_MOD_DIR     - Use module directory other than updates/drivers/net/ethernet/intel/${DRIVER}'