How are you trying to using WG? I had issues with wg quick up or whatever it is, not bothered to check, but adding wireguard connections as NetworkManager interfaces works flawlessly for me.
Is that with any vpn provider? or hosting your own?
And that is kind of a shame I guess you just won't be able to use Mullvad vpn, good thing there are heaps of other options.
That's kind of weird, because the reason why I never bothered with (selfhosted) VPNs before Wireguard was because it was the first one that just worked. Granted, due to its nature, you don't get a lot of feedback when things don't work, but it's so simple in principle that there's not a lot that can go wrong. For external VPNs like this, it should just be: Load config, double-check, done.