I am using ubuntu 18.04 with XEN type, for wireguard usually using PPA and it works perfectly.
Dec 19 21:40:22 xxx systemd[1]: Starting WireGuard via wg-quick(8) for wg0...
Dec 19 21:40:22 xxx wg-quick[601]: Warning: `/etc/wireguard/wg0.conf' is world accessible
Dec 19 21:40:22 xxx wg-quick[601]: [#] ip link add wg0 type wireguard
Dec 19 21:40:22 xxx wg-quick[601]: RTNETLINK answers: Operation not supported
Dec 19 21:40:22 xxx wg-quick[601]: Unable to access interface: Protocol not supported
Dec 19 21:40:22 xxx wg-quick[601]: [#] ip link delete dev wg0
Dec 19 21:40:22 xxx systemd[1]: wg-quick@wg0.service: Main process exited, code=exited, status=1/FAILURE
Dec 19 21:40:22 xxx wg-quick[601]: Cannot find device "wg0"
Dec 19 21:40:22 xxx systemd[1]: wg-quick@wg0.service: Failed with result 'exit-code'.
Dec 19 21:40:22 xxx systemd[1]: Failed to start WireGuard via wg-quick(8) for wg0.
I am using ubuntu 18.04 with XEN type, for wireguard usually using PPA and it works perfectly.