@hgoona Hi. You need to create the fresh conda environment with python 3.6 or 3.7 or 3.8
Downgrade the pip version to 20.2
Then install
pip3 install rasa==2.6.2
pip3 install rasa-sdk==2.6.0
pip install rasa-x==0.40.0 --extra-index-url https://pypi.rasa.com/simple
If you have trained the model with the last version, do train the model again as per new version if you are copying the old project.
The current version of RASA 41.X having some kind of issue, majorly pip3 issue and resolver.
Try for this process, if you have any issue we are here to help you!
I guess you will still see some Warning messages. Do share that with us. Good Luck!