I've tried that.
Error messages like: Error: "net.ipv6.conf.xxx.xxx" is an unknown key
have just moved to next line when booting..
Files /etc/sysctl.d/nn-*.conf are loaded immediately after /etc/sysctl.conf
Numbers (nn) are only for adjusting execution order.
note: This probably won't change anything, but: UFW (firewall) 's sysctl.conf (/etc/ufw/sysctl.conf) is loaded probably after, because I've successfully enabled IPv6 forwarding on that machine.