One of the reasons your students are putting the $\pm$ on the 10 is probably because someone told them that when you remove a pair of absolute value signs that the $\pm$ goes on the number after the $=$. They are simply doing what they thought they were told to do.
So I try to avoid telling them this sort of thing. I like to tell them is that $|x|$ is equal to $+x$ or $-x$ depending on the value of $x$. In short, $|x| = \pm x$.
This may seem like it's not any different, but the key point I stress is that the $|x|$ itself and all by itself is equal to $\pm x$ regardless of whether it's in an equation or not.
So this basically means that when you remove the absolute value signs, the plus or minus attaches itself to whatever had the absolute value signs on it before. So the solution is this:
$$
|x+4| - 5 = 10\\
\pm(x+4) - 5 = 10\\
+(x+4) - 5 = 10 \quad \text{or} \quad -(x+4) - 5 = 10\\
x+4 - 5 = 10 \quad \text{or} \quad -x - 4 - 5 = 10\\
x - 1 = 10 \quad \text{or} \quad -x - 9 = 10\\
x = 11 \quad \text{or} \quad -x = 19\\
x = 11 \quad \text{or} \quad x = -19
$$
Note that I do this even for the simple absolute value equations like $|x| = 3$, beginning with $\pm x = 3$, even though it introduces an extra step. I do this because I know in advance that it will prevent problems later, and also it reinforces that it is all to do with the meaning of the absolute value signs, not the equation per se.
This approach works quite well when there are two sets of absolute values in an equation such as $|x+2| + |x-2| = 5$, because you get $\pm(x+2) \pm (x-2) = 5$ so you can much more easily see that there are in fact four options.
Something else it is worth stressing is that they should always check their solution to see if it works in the original equation. Because $|x| = \pm x$ depending on the value of $x$ and we haven't been careful to specify which values of $x$ make it $+$ and which make it $-$ in our solution, sometimes we get extra solutions that don't exist, because the value of $x$ that we find doesn't match with when it's the $+$ or the $-$.
Graphing the function $y = |x+4| - 5$ and finding where it hits the horizontal line $y=10$ is also a good activity to help them see visually what the answer ought to be, but I find that while it helps them see that their answer is wrong, it doesn't help them see how to go about solving the equation on paper.
Note: of course the above equation-solving approach is not what I would actually use, because I always tell students they should try to deal with the things that are furthest from the $x$ first. So from their experience solving ordinary equations, they should deal with the $-5$ first like this:
$$
|x + 4| - 5 = 10\\
|x+4| = 15\\
\pm(x+4) = 15\\
+(x+4) = 15 \quad \text{or} \quad -(x+4) = 15\\
x + 4 = 15 \quad \text{or} \quad x + 4 = -15\\
x = 11 \quad \text{or} \quad x = -19
$$
However, I still put the $\pm$ on the thing that had the absolute value signs though, because this transfers to other situations.