Your first error message means, there are old PNP4Nagios RRD files. If you have created the rules “Configuration of RRD databases of host/services” inside your system, the core normally stores the RRD data under “~/var/check_mk/rrd/”. Your shown paths are the old legacy storage.
You can try to convert all your existing RRD data with “cmk --convert-rrds”.
But this is a little bit more complex.