This also happens to me on 5.10 as well. I suspect you should group all NUTs step into one group rather than two separate groups. I don’t know if this is a design choice or a bug I will let a dev comment on that but what you want can be achieved via
step=pm.NUTS([model1["sigma"], model1["slope"],model1["intercept"]])
Or are you trying to achieve something different than this?