Native PKCS#11 requires SoftHSM version 2, which you can clone from
their git repository at https://github.com/opendnssec/SoftHSMv2.git.

To use SoftHSM version 1, you need to use the old-style PKCS#11
code with the OpenSSL shim.

If OpenSSL-based PKCS#11 isn't working with version 1 and/or native
isn't working with version 2, then we do have a problem.  Can you
confirm whether those combinations are failing?