Installed anbox using apt - from the official ubuntu repos.
It wasn't starting because it needed modules ashmem_linux.ko and binder_linux.ko.
Both these modules are compiled into the kernel not installed via dkms. They came with the kernel 5.3.
I am able to insert binder_linux with modprobe but

modprobe -v ashmem_linux

returns

insmod /lib/modules/5.3.0-13-generic/kernel/drivers/staging/android/ashmem_linux.ko
modprobe: ERROR: could not insert 'ashmem_linux': Operation not permitted

as root.