I had the same issue and could not figure out what broke the wireguard-module package.

I had to resort to bissecting changes in meta-yocto.

I finally isolated the change that breaks wireguard-module:

87c9d29635 package: get_package_mapping: avoid dependency mapping if renamed package provides original name

http://git.yoctoproject.org/cgit/cgit.cgi/poky/commit/?id=87c9d296357638082f5a7131a87365285fc813c4

It seems the package renaming that wireguard-module does (PKG_${PN} = "kernel-module-${MODULE_NAME}") no longer works after the above commit.

At this point I do not understand the change regarding renamed package names and dependencies enough to recommend the appropriate fix to wireguard-module. I have been able to workaround the issue by renaming the package kernel-module-wireguard and thus avoiding the rename altogether.