I just solved the problem with the message “RTNETLINK answers: Operation not permitted”.
You already mentioned the right hints ;).
I had to add the capabilities “NET_ADMIN” and “SYS_MODULE” and I had to set some environment variables in the configuration of the wireguard-container. Now it is working and I can establish a vpn-connection to the wireguard-server without problems.
This was my first docker-installation. Because of that I needed some help to get it running ;).
Thank you very much for your help.