The pkbdf2 does not allow low iterations <1000 in FIPS mode as required by SP 800-132 sec 5.2, p.6 since f4a861f3e5ae82f278284061e4829c03edf9c3a7. But the side effect of this change is that the SCRYPT KDF fails this test as it runs PBKDF2 with 1 iteration internally.
This is not an issue for the certification as the SCRYPT is not FIPS approved, but given that the KDF's use FIPS service indicator using GCRYCTL_FIPS_SERVICE_INDICATOR_KDF, it should keep working.
My proposal would be moving the checks out of the _gcry_kdf_pkdf2() to the _gcry_kdf_derive() to make them effective only for the "external callers", but there might be better ways, what do you think?