It seems that when you install on a system with a separate partition for /usr the depscan.sh script is run but the /usr is not yet mounted therefore the 'awk' executable which is located inside /usr/bin/ is not found and when you put a link inside /bin for it, it then request for the 'which' executable.
Note... I mistakenly said 'put a link'... that's not what I meant. You have to copy the file as the /usr is not there, so a link wouldn't work. Sorry about that.
Ok, forgot to mention it here, but 'xdm' is the guilty one. Will be fixed (or should be) in xfree-4.2.0-r6.
This is not a depscan.sh bug, but rather a lack of feature. *** This bug has been marked as a duplicate of 737 ***