fix

sudo dpkg --configure -a
This should fix it

Sorry whiteboy

the dpkg configure idea gives the same inconsistency?

sudo dpkg --configure -a
[sudo] password for kali:
Setting up linux-image-5.15.0-kali2-cloud-amd64 (5.15.5-2kali2) ...
I: /initrd.img is now a symlink to boot/initrd.img-5.15.0-kali2-cloud-amd64
/etc/kernel/postinst.d/initramfs-tools:
update-initramfs: Generating /boot/initrd.img-5.15.0-kali2-cloud-amd64
E: /usr/share/initramfs-tools/hooks/plymouth failed with return 1.
update-initramfs: failed for /boot/initrd.img-5.15.0-kali2-cloud-amd64 with 1.
run-parts: /etc/kernel/postinst.d/initramfs-tools exited with return code 1
dpkg: error processing package linux-image-5.15.0-kali2-cloud-amd64 (--configure):
installed linux-image-5.15.0-kali2-cloud-amd64 package post-installation script subprocess returned error exit status 1
Setting up linux-image-5.14.0-kali4-cloud-amd64 (5.14.16-1kali1) ...
I: /initrd.img.old is now a symlink to boot/initrd.img-5.14.0-kali4-cloud-amd64
/etc/kernel/postinst.d/dkms:
dkms: WARNING: Linux headers are missing, which may explain the above failures.
please install the linux-headers-5.14.0-kali4-cloud-amd64 package to fix this.
/etc/kernel/postinst.d/initramfs-tools:
update-initramfs: Generating /boot/initrd.img-5.14.0-kali4-cloud-amd64
E: /usr/share/initramfs-tools/hooks/plymouth failed with return 1.
update-initramfs: failed for /boot/initrd.img-5.14.0-kali4-cloud-amd64 with 1.
run-parts: /etc/kernel/postinst.d/initramfs-tools exited with return code 1
dpkg: error processing package linux-image-5.14.0-kali4-cloud-amd64 (--configure):
installed linux-image-5.14.0-kali4-cloud-amd64 package post-installation script subprocess returned error exit status 1
dpkg: dependency problems prevent configuration of linux-image-cloud-amd64:
linux-image-cloud-amd64 depends on linux-image-5.15.0-kali2-cloud-amd64 (= 5.15.5-2kali2); however:
Package linux-image-5.15.0-kali2-cloud-amd64 is not configured yet.

dpkg: error processing package linux-image-cloud-amd64 (--configure):
dependency problems - leaving unconfigured
dpkg: dependency problems prevent configuration of wireguard:
wireguard depends on wireguard-modules (>= 0.0.20191219) | wireguard-dkms (>= 0.0.20200121-2); however:
Package wireguard-modules is not installed.
Package linux-image-cloud-amd64 which provides wireguard-modules is not configured yet.
Package wireguard-dkms is not installed.

dpkg: error processing package wireguard (--configure):
dependency problems - leaving unconfigured
Errors were encountered while processing:
linux-image-5.15.0-kali2-cloud-amd64
linux-image-5.14.0-kali4-cloud-amd64
linux-image-cloud-amd64
wireguard

sudo apt remove wireguard-dkms --purge && sudo apt autoremove -y && sudo apt update -y
This should fix it

Also note that the kernel used by WSL is not something from Kali, and it is unlikely you will be able to run the wireguard module inside it. Your best bet is to likely use a windows wireguard implementation.

Thank you for your interest in Kali but this is not a bug report. It looks like that you need help and guidance to perform some task. We have community support forums on https://forums.kali.org/ or on IRC with the #kali-linux channel on irc.oftc.net), please post your questions there.