The two files are missing after an xfree unmerge and emerge of xfree-4.2.0-r9.
It works fine here ... check that you have: /usr/portage/x11-base/xfree/files/4.2.0-r9/xdm.start /usr/portage/x11-base/xfree/files/4.2.0-r9/xfs.start