In my case, the application was using the Wireguard MTU correctly, but the Wireguard packet itself was too big for something on the path. So, the Wireguard MTU

In my case, the application was using the Wireguard MTU correctly, but the Wireguard packet itself was too big for something on the path. So, the Wireguard MTU wasn't set correctly, basically. But Wireguard packets aren't marked DF, so one would expect a worse, but still working connection in that case. However, that something on the path seemingly just dropped the packets without ICMP notice.