BLOT: You need to have Simulink functions inside the SIL model to build C/C++ code.
I was able to reproduce your issue with a shipped example below.
Below are my reproduction stpes.
- Open the example model and change the codegen target to "ert.tlc".
- Go to "Configuration > Code Generation > Verification > Advanced Options > Create Block" and set it as "SIL".
- Wrap a part of the model into a subsystem (as shown in the picture below) and try to build the subsystem into a C/C++ code. Then you will get a similar error to yours.

The solution here is to put the Simulink functions for calculating state transition and measurements into the subsystem.

Hence, in your case, put all the Simulink functions for calculating state transition and measurement into "UKF_EKF_1TC" subsystem and generate a SIL model block out of it. Do not forget to change the options described in the reproduction step 2 if you want to build a subsystem solely for SIL.