Cannot run github pages locally

I’m trying to run a basic GitHub page locally on macOS.

Here is my Gemfile:

$cat Gemfile
source 'https://rubygems.org'
gem 'github-pages', group: :jekyll_plugins

Then I install the dependencies:

$bundle install --path vendor/bundle

As a result, it installs Jekyll 3.8.5.
But when I build the site with bundle exec jekyll build --verbose I get the next error:

  Logging at level: debug
Configuration file: /Users/user/personal/my_user_name.github.io/_config.yml
             Theme: jekyll-theme-midnight
      Theme source: /Users/user/personal/my_user_name.github.io/vendor/bundle/ruby/2.6.0/gems/jekyll-theme-midnight-0.1.1
Invalid theme folder: _includes
      GitHub Pages: github-pages v203
      GitHub Pages: jekyll v3.8.5
             Theme: jekyll-theme-midnight
      Theme source: /Users/user/personal/my_user_name.github.io/vendor/bundle/ruby/2.6.0/gems/jekyll-theme-midnight-0.1.1
Invalid theme folder: _includes
         Requiring: jekyll-seo-tag
         Requiring: jekyll-coffeescript
         Requiring: jekyll-commonmark-ghpages
         Requiring: jekyll-gist
jekyll 3.8.5 | Error:  uninitialized constant Faraday::Error::ClientError
Did you mean?  Faraday::ClientError

My machine details:

$sw_vers
ProductName:	Mac OS X
ProductVersion:	10.15.2
BuildVersion:	19C57

How can I fix the issue?

P.S.
If I create a jekyll directory from scratch with

$jekyll new myblog
$cd myblog
$jekyll serve

It runs correctly. The only difference I see is that it uses Jekyll 4.0.0

UPDATE:
I have changed the Gemfile to this:

$cat Gemfile
source 'https://rubygems.org'
#gem 'github-pages', group: :jekyll_plugins
gem 'github-pages'

After I run bundle exec jekyll serve --verbose I see:

  Logging at level: debug
Configuration file: /Users/user/personal/my_user_name.github.io/_config.yml
  Logging at level: debug
             Theme: jekyll-theme-midnight
      Theme source: /Users/user/personal/my_user_name.github.io/vendor/bundle/ruby/2.6.0/gems/jekyll-theme-midnight-0.1.1
Invalid theme folder: _includes
         Requiring: jekyll-seo-tag
            Source: /Users/user/personal/my_user_name.github.io
       Destination: /Users/user/personal/my_user_name.github.io/_site
 Incremental build: disabled. Enable with --incremental
      Generating...
       EntryFilter: excluded /Gemfile
       EntryFilter: excluded /Gemfile.lock
       EntryFilter: excluded /vendor/bundle/ruby
         Rendering: assets/css/style.scss
  Pre-Render Hooks: assets/css/style.scss
  Rendering Markup: assets/css/style.scss
           Writing: /Users/user/personal/my_user_name.github.io/_site/assets/css/style.css
                    done in 0.099 seconds.
         Requiring: jekyll-watch
           Watcher: Ignoring (?-mix:^_config\.yml)
           Watcher: Ignoring (?-mix:^_site\/)
           Watcher: Ignoring (?-mix:^Gemfile)
           Watcher: Ignoring (?-mix:^Gemfile\.lock)
           Watcher: Ignoring (?-mix:^vendor\/bundle\/)
 Auto-regeneration: enabled for '/Users/user/personal/my_user_name.github.io'
[2020-01-01 17:52:58] INFO  WEBrick 1.4.2
[2020-01-01 17:52:58] INFO  ruby 2.6.5 (2019-10-01) [x86_64-darwin19]
[2020-01-01 17:52:58] DEBUG WEBrick::HTTPServlet::FileHandler is mounted on /.
[2020-01-01 17:52:58] DEBUG unmount .
[2020-01-01 17:52:58] DEBUG Jekyll::Commands::Serve::Servlet is mounted on .
    Server address: http://127.0.0.1:4000
[2020-01-01 17:52:58] INFO  WEBrick::HTTPServer#start: pid=65841 port=4000
  Server running... press ctrl-c to stop.
[2020-01-01 17:53:27] DEBUG accept: 127.0.0.1:53546
[2020-01-01 17:53:27] DEBUG accept: 127.0.0.1:53547
[2020-01-01 17:53:27] DEBUG Jekyll::Commands::Serve::Servlet is invoked.
[2020-01-01 17:53:30] DEBUG Jekyll::Commands::Serve::Servlet is invoked.
[2020-01-01 17:53:31] DEBUG Jekyll::Commands::Serve::Servlet is invoked.
[2020-01-01 17:53:34] DEBUG Jekyll::Commands::Serve::Servlet is invoked.
[2020-01-01 17:53:35] DEBUG Jekyll::Commands::Serve::Servlet is invoked.
[2020-01-01 17:53:42] DEBUG close: 127.0.0.1:53547
^C[2020-01-01 17:53:55] DEBUG close TCPSocket(127.0.0.1, 4000)
[2020-01-01 17:53:55] INFO  going to shutdown ...
[2020-01-01 17:53:56] DEBUG close: 127.0.0.1:53546
[2020-01-01 17:53:56] INFO  WEBrick::HTTPServer#start done.

But when I open it in browser I see just a list of directories but not the blog

assuming this is the same issue on GH where there is more info: