I have check “pamac search linux* -i” and Grub customizer app and do not see 5.15.85* kernel. After your help, i have found it is the current kernel i am running and apparently was removed.
Also @xabbu suggested to check which files/folder can be found in /usr/src
and/or /usr/lib/modules
$ find /usr/lib/modules/ -name zfs.*|sort -h
/usr/lib/modules/5.10.187-1-MANJARO/updates/dkms/zfs.ko.xz
/usr/lib/modules/5.15.122-1-MANJARO/updates/dkms/zfs.ko.xz
/usr/lib/modules/5.4.250-1-MANJARO/updates/dkms/zfs.ko.xz
/usr/lib/modules/extramodules-5.10-MANJARO/zfs.ko.xz
/usr/lib/modules/extramodules-5.13-MANJARO/zfs.ko.gz
/usr/lib/modules/extramodules-5.15-MANJARO/zfs.ko.xz
/usr/lib/modules/extramodules-5.4-MANJARO/zfs.ko.xz
$ ls /var/lib/dkms/zfs/* -ls
0 ... /var/lib/dkms/zfs/kernel-5.10.187-1-MANJARO-x86_64 -> 2.1.12/5.10.187-1-MANJARO/x86_64
0 ... /var/lib/dkms/zfs/kernel-5.15.122-1-MANJARO-x86_64 -> 2.1.12/5.15.122-1-MANJARO/x86_64
0 ... /var/lib/dkms/zfs/kernel-5.4.250-1-MANJARO-x86_64 -> 2.1.12/5.4.250-1-MANJARO/x86_64
/var/lib/dkms/zfs/2.1.12:
total 12
... 5.10.187-1-MANJARO
4 ... 5.15.122-1-MANJARO
4 ... 5.4.250-1-MANJARO
0 ... source -> /usr/src/zfs-2.1.12
Listing currently available kernels: grep -i menuentry /boot/grub/grub.cfg
It shows i have numerous ones that match ZFS DKMS files found by above commands.
This all is too complicated for a noob when faced with OP mentioned errors. I do not know what can be done better not to face these errors. What about using some pamac/pacman command to look for zfs dkms including printing for which kernel it is and then list kernels that does not match and remove these - again too complicated.
Moderator edit: In the future, please use proper formatting: [HowTo] Post command output and file content as formatted text