The Debian project dropped libapache2-mod-auth-kerb starting with Debian 11. For instructions how to replace libapache2-mod-auth-kerb with mod-auth-libapache2-mod-auth-gssapi see this short article: Replace Deprecated Apache Kerberos Module with GSSAPI on Debian 11 (Bullseye). libapache2-mod-auth-gssapi is present in the appliance, so you should be all set.
Please note though, that none of this is supported, and if the package ever were dropped from the appliance for whatever reason, there would be nothing you could do about it.
We suggest everyone look into the built-in SAML support in Checkmk itself.