This is analogous to #70447.
With security.lockKernelModules=true, docker commands result in the following
error without at least loading veth:
$ docker run hello-world
/nix/store/mr50kaan2vs4gc40ymwncb2vci25aq7z-docker-19.03.2/libexec/docker/docker: Error response from daemon: failed to create endpoint epic_kare on network bridge: failed to add the host (veth8b381f3) <=> sandbox (veth348e197) pair interfaces: operation not supported.
ERRO[0003] error waiting for container: context canceled