Completely remove ufw, delete all iptables chains and rules, for a fresh start with nftables firewall in Ubuntu MATE 19.04

Well, just give it a try! Add any rule, reboot and verify if it was loaded ok again.

I know the old way of making iptables to load configuration at OS startup, and do not know how that is being done today.
At least I see no track of iptables configuration in /etc and of iptables invocation in /etc/network/ scripts on my system. It looks like my iptables do not load any configuration at startup.