iptables needs legacy support enabled in
I'm running the guide with the current version of Raspberry Pi OS lite (Buster, kernel 5.10.11-v7+).
When trying to get ufw working, ran into the issue described here where iptables will not initialize.
My solution was as described in one of the answers:
sudo update-alternatives --set iptables /usr/sbin/iptables-legacy
sudo update-alternatives --set ip6tables /usr/sbin/ip6tables-legacy
After that the rest of the iptables section worked as expected.
Thanks!