Sure, let's see, slice by slice as Jack "The Ripper" might say.
List of "firewall" modules initially installed, only:
kmod-nf-conntrack kmod-nf-conntrack6 kmod-nf-nat kmod-nf-reject kmod-nf-reject6 kmod-nfnetlink kmod-nft-core kmod-nft-nat
Additional modules that can be installed without problems:
kmod-nft-arp kmod-nft-bridge kmod-nft-fib kmod-nft-nat6 kmod-nft-netdev kmod-nft-offload
Userland application installed, including dependencies:
nftables libnftnl11
This is how it should look once you finalise installing the basic modules:
nf_conntrack 65536 12 nft_redir_ipv4,nft_redir,nft_nat,nft_masq_ipv4,nft_masq,nft_ct,nf_conntrack_ipv6,nf_nat_masquerade_ipv4,nf_conntrack_ipv4,nf_nat_ipv4,nf_nat,nf_conntrack_rtcache
nf_conntrack_ipv4 12288 1
nf_conntrack_ipv6 12288 0
nf_conntrack_rtcache 12288 0
nf_defrag_ipv4 12288 1 nf_conntrack_ipv4
nf_defrag_ipv6 12288 1 nf_conntrack_ipv6
nf_nat 20480 4 nft_nat,nf_nat_redirect,nf_nat_masquerade_ipv4,nf_nat_ipv4
nf_nat_ipv4 12288 1 nft_chain_nat_ipv4
nf_nat_masquerade_ipv4 12288 1 nft_masq_ipv4
nf_nat_redirect 12288 1 nft_redir_ipv4
nf_reject_ipv4 12288 2 nft_reject_ipv4,nft_reject_inet
nf_reject_ipv6 12288 2 nft_reject_ipv6,nft_reject_inet
nf_tables 69632 25 nft_set_rbtree,nft_set_hash,nft_reject_ipv6,nft_reject_ipv4,nft_reject_inet,nft_reject,nft_redir_ipv4,nft_redir,nft_quota,nft_numgen,nft_nat,nft_meta,nft_masq_ipv4,nft_masq,nft_log,nft_limit,nft_exthdr,nft_ct,nft_counter,nft_chain_route_ipv6,nft_chain_route_ipv4,nft_chain_nat_ipv4,nf_tables_ipv6,nf_tables_ipv4,nf_tables_inet
nf_tables_inet 12288 0
nf_tables_ipv4 12288 0
nf_tables_ipv6 12288 0
nfnetlink 12288 1 nf_tables
nft_chain_nat_ipv4 12288 0
nft_chain_route_ipv4 12288 0
nft_chain_route_ipv6 12288 0
nft_counter 12288 0
nft_ct 16384 0
nft_exthdr 12288 0
nft_limit 12288 0
nft_log 12288 0
nft_masq 12288 1 nft_masq_ipv4
nft_masq_ipv4 12288 0
nft_meta 12288 0
nft_nat 12288 0
nft_numgen 12288 0
nft_quota 12288 0
nft_redir 12288 1 nft_redir_ipv4
nft_redir_ipv4 12288 0
nft_reject 12288 3 nft_reject_ipv6,nft_reject_ipv4,nft_reject_inet
nft_reject_inet 12288 0
nft_reject_ipv4 12288 0
nft_reject_ipv6 12288 0
nft_set_hash 16384 0
nft_set_rbtree 8192 0
Directory /etc/modules.d/
contains only the next files related to nftables:
nf-conntrack
-rw-r--r-- 1 root root 33 May 16 18:32 nf-conntrack6
-rw-r--r-- 1 root root 58 May 16 18:32 nf-nat
-rw-r--r-- 1 root root 15 May 16 18:32 nf-reject
-rw-r--r-- 1 root root 15 May 16 18:32 nf-reject6
-rw-r--r-- 1 root root 10 May 16 18:32 nfnetlink
-rw-r--r-- 1 root root 272 May 16 18:32 nft-core
-rw-r--r-- 1 root root 65 May 16 18:32 nft-nat
And this is it, in this installation, no LuCI and no firewall or anything from iptables, not even userland executables.
To compile openwrt I used https://downloads.openwrt.org/releases/19.07-SNAPSHOT/targets/x86/64/
checking out b515edb775
and getting release 19.07.3 configuration file, so I am able to install packages and modules without problems https://downloads.openwrt.org/releases/19.07.3/targets/x86/64/config.buildinfo
Hope this help others getting a machine running. This will work with different targets.