Just to clarify, did you run the sdbuild/scripts/setup_host.sh script before building the image? And did it run successfully?
There is a forum post relating to a the same file, perhaps this might help?
Also for your make command, unless you plan to modify the board agnostic image, it’s recommended to use the PREBUILT and PYNQ_SDIST flags, this is outlined in the page you linked earlier.
Thanks
Shawn