This bug is not present on Lithium snapshot builds. Possibly some revision/version mismatch is present: Nexus with snapshots still contains the needed version, but autorelease process does not build it.
Karaf output:

Error executing command: Can't install feature odl-bgpcep-bgp-all/0.0.0:
Could not start bundle mvn:org.opendaylight.bgpcep/bgp-parser-api/0.4.0-Lithium-RC0 in feature(s) odl-bgpcep-bgp-inet-0.4.0-Lithium-RC0, odl-bgpcep-bgp-rib-0.4.0-Lithium-RC0, odl-bgpcep-bgp-parser-0.4.0-Lithium-RC0: The bundle "org.opendaylight.bgpcep.bgp-parser-api_0.4.0.Lithium-RC0 [245]" could not be resolved. Reason: Missing Constraint: Import-Package: org.opendaylight.yang.gen.v1.urn.opendaylight.params.xml.ns.yang.bgp.types.rev130919; version="[0.4.0,1.0.0)"