Comment 10 for bug 1856539

Looks like I have the same issue. It seems that the wireguard dkms module breaks with a recent kernel patch. I booted into the last working kernel to get the module working again.

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Wireguard module missing for 5.3.0-40-generic:
sudo dkms status
virtualbox, 6.0.14, 5.3.0-26-generic, x86_64: installed
virtualbox, 6.0.14, 5.3.0-29-generic, x86_64: installed
virtualbox, 6.0.14, 5.3.0-40-generic, x86_64: installed
wireguard, 0.0.20190913, 5.3.0-26-generic, x86_64: installed
wireguard, 0.0.20190913, 5.3.0-29-generic, x86_64: installed

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Building fails:
sudo dkms build wireguard/0.0.20190913 -k 5.3.0-40-generic

Kernel preparation unnecessary for this kernel. Skipping...

Building module:
cleaning build area...
make -j4 KERNELRELEASE=5.3.0-40-generic -C /lib/modules/5.3.0-40-generic/build M=/var/lib/dkms/wireguard/0.0.20190913/build...(bad exit status: 2)
ERROR: Cannot create report: [Errno 17] File exists: '/var/crash/wireguard-dkms.0.crash'
Error! Bad return status for module build on kernel: 5.3.0-40-generic (x86_64)
Consult /var/lib/dkms/wireguard/0.0.20190913/build/make.log for more information.

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Build log:
cat /var/lib/dkms/wireguard/0.0.20190913/build/make.log
DKMS make.log for wireguard-0.0.20190913 for kernel 5.3.0-40-generic (x86_64)
wo 19 feb 2020 20:43:32 CET
make: Entering directory '/usr/src/linux-headers-5.3.0-40-generic'
  CC [M] /var/lib/dkms/wireguard/0.0.20190913/build/main.o
  CC [M] /var/lib/dkms/wireguard/0.0.20190913/build/noise.o
  CC [M] /var/lib/dkms/wireguard/0.0.20190913/build/device.o
  CC [M] /var/lib/dkms/wireguard/0.0.20190913/build/peer.o
  CC [M] /var/lib/dkms/wireguard/0.0.20190913/build/timers.o
  CC [M] /var/lib/dkms/wireguard/0.0.20190913/build/queueing.o
  CC [M] /var/lib/dkms/wireguard/0.0.20190913/build/send.o
  CC [M] /var/lib/dkms/wireguard/0.0.20190913/build/receive.o
  CC [M] /var/lib/dkms/wireguard/0.0.20190913/build/socket.o
  CC [M] /var/lib/dkms/wireguard/0.0.20190913/build/peerlookup.o
  CC [M] /var/lib/dkms/wireguard/0.0.20190913/build/allowedips.o
  CC [M] /var/lib/dkms/wireguard/0.0.20190913/build/ratelimiter.o
/var/lib/dkms/wireguard/0.0.20190913/build/socket.c: In function ‘send6’:
/var/lib/dkms/wireguard/0.0.20190913/build/socket.c:145:20: error: ‘const struct ipv6_stub’ has no member named ‘ipv6_dst_lookup’; did you mean ‘ipv6_dst_lookup_flow’?
  145 | ret = ipv6_stub->ipv6_dst_lookup(sock_net(sock), sock, &dst,
      | ^~~~~~~~~~~~~~~
      | ipv6_dst_lookup_flow
make[1]: *** [scripts/Makefile.build:290: /var/lib/dkms/wireguard/0.0.20190913/build/socket.o] Error 1
make[1]: *** Waiting for unfinished jobs....
make: *** [Makefile:1655: _module_/var/lib/dkms/wireguard/0.0.20190913/build] Error 2
make: Leaving directory '/usr/src/linux-headers-5.3.0-40-generic'