For those that have the same issue but had a working wireguard set-up, (Linux headers were installed in the past) a bad kernel update may provoke a Linux headers mismatch.
I tried the following command:
sudo dpkg-reconfigure raspberrypi-kernel-headers
and that solved my issue.
The Raspberry Pi OS does not use an Init RAM Disk. If you need one you have to create it by yourself. In addition to the ramdisk you have to add some settings in /boot/config.txt. I have an example to load storage drivers on an early stage. You may have a look at Easy backups and snapshots of a running system with LVM. To get an idea just only look at the ...