I have been in contact with Sanny at Mullvad. He states that there is a problem in 18.04. He gave me a few things to try, including that terminal command given above, and it did not work for me. As I have used Mullvad with the app from 16.04 including 16.10 and 17.04 and 17.10 including other distros based on Ubuntu, I would say it is not really a problem with the app but is due to a change in Ubuntu 18.04. Thanks for trying, but shoving it off on the app is not useful when they have been working with me.
My machine has 4 partitions, each with a different distro, currently all Ubuntu-based. I only, to date, updated my Ubuntu MATE partition to 18.04. Given the trouble I’m having, I am reluctant to update any other distros to 18.04.