package linux-modules-extra-5.8.0-40-generic (not installed) failed to install/upgrade: unable to create new file '/var/lib/dpkg/info/linux-modules-extra-5.8.0-40-generic.list-new': Operation not permitted

After update my DisplayLink device (HP 3005pt USB 3.0 Port Replicator)stopped working.

I can see it connected, USB, all other devices, except video don't come up.

https://support.displaylink.com/knowledgebase/articles/683672-my-displaylink-device-does-not-work-on-ubuntu

I am trying different ways to get it working back.
I have a dual boot laptop and on Windows device is working just fine, so no device issue.

ProblemType: Package
DistroRelease: Ubuntu 20.04
Package: linux-modules-extra-5.8.0-40-generic (not installed)
ProcVersionSignature: Ubuntu 5.8.0-40.45~20.04.1-generic 5.8.18
Uname: Linux 5.8.0-40-generic x86_64
ApportVersion: 2.20.11-0ubuntu27.14
Architecture: amd64
CasperMD5CheckResult: skip
Date: Fri Jan 22 15:01:42 2021
DuplicateSignature:
 package:linux-modules-extra-5.8.0-40-generic:(not installed)
 Unpacking linux-modules-5.8.0-40-generic (5.8.0-40.45~20.04.1) ...
 dpkg: error processing archive /tmp/apt-dpkg-install-eUy6zR/14-linux-modules-5.8.0-40-generic_5.8.0-40.45~20.04.1_amd64.deb (--unpack):
  unable to create new file '/var/lib/dpkg/info/linux-modules-5.8.0-40-generic.list-new': Operation not permitted
ErrorMessage: unable to create new file '/var/lib/dpkg/info/linux-modules-extra-5.8.0-40-generic.list-new': Operation not permitted
InstallationDate: Installed on 2020-05-30 (236 days ago)
InstallationMedia: Ubuntu 20.04 LTS "Focal Fossa" - Release amd64 (20200423)
Python3Details: /usr/bin/python3.8, Python 3.8.5, python3-minimal, 3.8.2-0ubuntu2
PythonDetails: N/A
RelatedPackageVersions:
 dpkg 1.19.7ubuntu3
 apt 2.0.4
SourcePackage: linux-hwe-5.8
Title: package linux-modules-extra-5.8.0-40-generic (not installed) failed to install/upgrade: unable to create new file '/var/lib/dpkg/info/linux-modules-extra-5.8.0-40-generic.list-new': Operation not permitted
UpgradeStatus: No upgrade log present (probably fresh install)