I cannot confirm this behaviour. After router reboot wg0 is directly up and running, I can immediately connect to it and wan is also up.
Don’t know if this has to do with my change compared to the documentation you mentioned - I didn’t add a firewall zone for wg0 but directly bridged wg0 with lan zone. And I didn’t add a forward wan -> lan (which I already described here).
I also use a ISP modem, but in my case it is the modem which does the tagging and it transparently passes through the traffic (German Telekom, AVM Fritz!Box 7412).
Maybe you could post your configuration to do a more detailed troubleshooting?