Something has changed since my first post: now, right after boot, 
iptable_filter is loaded, but not the other IPv4 iptable kernel modules:
# lsmod | grep iptable_
iptable_filter         16384  0
ip_tables              32768  1 iptable_filter
x_tables               45056  14 
ebtables,ip6table_filter,xt_conntrack,iptable_filter,xt_NFLOG,xt_tcpudp,ip6t_rt,xt_geoip,ip6_tables,ip_tables,xt_limit,xt_hl,ip6table_mangle,ip6t_REJECT

# systemctl status netfilter-persistent
● netfilter-persistent.service - netfilter persistent configuration
     Loaded: loaded (/lib/systemd/system/netfilter-persistent.service; enabled; 
vendor preset: enabled)
    Drop-In: /etc/systemd/system/netfilter-persistent.service.d
             └─iptables.conf
     Active: failed (Result: exit-code) since Wed 2020-08-12 10:09:33 CEST; 
5min ago
       Docs: man:netfilter-persistent(8)
    Process: 1108 ExecStart=/usr/sbin/netfilter-persistent start (code=exited, 
status=1/FAILURE)
   Main PID: 1108 (code=exited, status=1/FAILURE)

Aug 12 10:09:32 samsung5-ubuntu systemd[1]: Starting netfilter persistent 
configuration...
Aug 12 10:09:33 samsung5-ubuntu netfilter-persistent[1113]: run-parts: 
executing /usr/share/netfilter-persistent/plugins.d/15-ip4tables start
Aug 12 10:09:33 samsung5-ubuntu netfilter-persistent[1126]: iptables-restore 
v1.8.5 (legacy): iptables-restore: unable to initialize table 'mangle'
Aug 12 10:09:33 samsung5-ubuntu netfilter-persistent[1126]: Error occurred at 
line: 2
Aug 12 10:09:33 samsung5-ubuntu netfilter-persistent[1126]: Try 
`iptables-restore -h' or 'iptables-restore --help' for more information.
Aug 12 10:09:33 samsung5-ubuntu netfilter-persistent[1113]: run-parts: 
/usr/share/netfilter-persistent/plugins.d/15-ip4tables exited with return code 2
Aug 12 10:09:33 samsung5-ubuntu netfilter-persistent[1113]: run-parts: 
executing /usr/share/netfilter-persistent/plugins.d/25-ip6tables start
Aug 12 10:09:33 samsung5-ubuntu systemd[1]: netfilter-persistent.service: Main 
process exited, code=exited, status=1/FAILURE
Aug 12 10:09:33 samsung5-ubuntu systemd[1]: netfilter-persistent.service: 
Failed with result 'exit-code'.
Aug 12 10:09:33 samsung5-ubuntu systemd[1]: Failed to start netfilter 
persistent configuration.

It is possible to load the other IPv4 iptable kernel modules, but it seems 
useless since the iptables cannot be loaded:
# for module in iptable_nat iptable_mangle
> do 
>         insmod 
> /lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/${module}.ko
> done

# lsmod | grep iptable_
iptable_mangle         16384  0
iptable_nat            16384  0
iptable_filter         16384  0
nf_nat                 49152  2 ip6table_nat,iptable_nat
ip_tables              32768  3 iptable_filter,iptable_nat,iptable_mangle
x_tables               45056  15 
ebtables,ip6table_filter,xt_conntrack,iptable_filter,xt_NFLOG,xt_tcpudp,ip6t_rt,xt_geoip,ip6_tables,ip_tables,xt_limit,xt_hl,ip6table_mangle,ip6t_REJECT,iptable_mangle

# systemctl restart netfilter-persistent
Job for netfilter-persistent.service failed because the control process exited 
with error code.
See "systemctl status netfilter-persistent.service" and "journalctl -xe" for 
details.

# systemctl status netfilter-persistent
● netfilter-persistent.service - netfilter persistent configuration
     Loaded: loaded (/lib/systemd/system/netfilter-persistent.service; enabled; 
vendor preset: enabled)
    Drop-In: /etc/systemd/system/netfilter-persistent.service.d
             └─iptables.conf
     Active: failed (Result: exit-code) since Wed 2020-08-12 10:18:55 CEST; 3s 
ago
       Docs: man:netfilter-persistent(8)
    Process: 5762 ExecStart=/usr/sbin/netfilter-persistent start (code=exited, 
status=1/FAILURE)
   Main PID: 5762 (code=exited, status=1/FAILURE)

Aug 12 10:18:55 samsung5-ubuntu systemd[1]: Starting netfilter persistent 
configuration...
Aug 12 10:18:55 samsung5-ubuntu netfilter-persistent[5764]: run-parts: 
executing /usr/share/netfilter-persistent/plugins.d/15-ip4tables start
Aug 12 10:18:55 samsung5-ubuntu netfilter-persistent[5766]: iptables-restore 
v1.8.5 (legacy): iptables-restore: unable to initialize table 'mangle'
Aug 12 10:18:55 samsung5-ubuntu netfilter-persistent[5766]: Error occurred at 
line: 2
Aug 12 10:18:55 samsung5-ubuntu netfilter-persistent[5766]: Try 
`iptables-restore -h' or 'iptables-restore --help' for more information.
Aug 12 10:18:55 samsung5-ubuntu netfilter-persistent[5764]: run-parts: 
/usr/share/netfilter-persistent/plugins.d/15-ip4tables exited with return code 2
Aug 12 10:18:55 samsung5-ubuntu netfilter-persistent[5764]: run-parts: 
executing /usr/share/netfilter-persistent/plugins.d/25-ip6tables start
Aug 12 10:18:55 samsung5-ubuntu systemd[1]: netfilter-persistent.service: Main 
process exited, code=exited, status=1/FAILURE
Aug 12 10:18:55 samsung5-ubuntu systemd[1]: netfilter-persistent.service: 
Failed with result 'exit-code'.
Aug 12 10:18:55 samsung5-ubuntu systemd[1]: Failed to start netfilter 
persistent configuration.

# iptables -L -n
iptables v1.8.5 (legacy): can't initialize iptables table `filter': Bad address
Perhaps iptables or your kernel needs to be upgraded.

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https://bugs.launchpad.net/bugs/1891020

Title:
  No IPv4 iptable kernel module can be loaded

Status in linux package in Ubuntu:
  Incomplete

Bug description:
  Ubuntu groovy
  linux-modules-5.8.0-12-generic 5.8.0-12.13

  # uname -r
  5.8.0-12-generic

  After reboot, 
  1) no IPv4 iptable kernel module are loaded:
  # lsmod|grep iptable
  #

  2) all IPv4 iptable kernel modules are present:
  # find /lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter -name 
"iptable_*"
  /lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/iptable_filter.ko
  /lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/iptable_nat.ko
  /lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/iptable_mangle.ko
  /lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/iptable_raw.ko
  /lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/iptable_security.ko

  3) No IPv4 iptable kernel modules can be loaded:
  # for module in iptable_filter iptable_nat iptable_mangle; do modprobe 
/lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/${module}.ko; done
  modprobe: FATAL: Module 
/lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/iptable_filter.ko not 
found in directory /lib/modules/5.8.0-12-generic
  modprobe: FATAL: Module 
/lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/iptable_nat.ko not 
found in directory /lib/modules/5.8.0-12-generic
  modprobe: FATAL: Module 
/lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/iptable_mangle.ko not 
found in directory /lib/modules/5.8.0-12-generic

  4) Same issue after re-creating the module dependency:
  # depmod
  # for module in iptable_filter iptable_nat iptable_mangle; do modprobe 
/lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/${module}.ko; done
  modprobe: FATAL: Module 
/lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/iptable_filter.ko not 
found in directory /lib/modules/5.8.0-12-generic
  modprobe: FATAL: Module 
/lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/iptable_nat.ko not 
found in directory /lib/modules/5.8.0-12-generic
  modprobe: FATAL: Module 
/lib/modules/5.8.0-12-generic/kernel/net/ipv4/netfilter/iptable_mangle.ko not 
found in directory /lib/modules/5.8.0-12-generic

  No such issue with linux-modules-5.4.0-42-generic.

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