Where $version is the kernel version, for -generic kernels they are in the package "linux-modules-extra-${version}-generic" and for -lowlatency "linux-modules-${version}-lowlatency". On -generic the modules-extra may sometimes not be installed by default.
Also if you have secureboot on,you won't be able to load ashmem because it's not signed by default by ubuntu. That is without signing the module yourself. I have waydroid running in 21.04 without any issues.