Created attachment 332768 [details] improved init script latest openrc versions have made /var/run a symlink to /run. and since /run is a tmpfs, init scripts need to create all directories in /var/run *sigh* the attached init script fixes this issue.
Or you could make sure to update your configuration file so that it does not use /var/run/nrpe to store the pidfile. nrpe is executed as root, so it'll create its pidfile as /var/run/nrpe.pid. Your init script would change /var/run's owner to nagios:nagios which is incorrect and a big security problem.