"generate wireguard" has a wrong description (probably copy-pasted from "generate pki wireguard"):
user@VyOS:~$ generate
Possible completions:
container Generate Container Image
firewall Firewall
interfaces Interface specific commands
ipsec Generate IPsec related configurations and archives
macsec Generate MACsec Key
openconnect Generate OpenConnect client parameters
openvpn Generate OpenVPN client configuration ovpn file
pki Generate PKI certificates and keys
public-key-command Generate configuration mode command to add OpenSSH public key
from file
ssh Generate SSH related keypairs
system Generate system related parameters
tech-support Generate tech support info
wireguard Generate WireGuard keys
user@VyOS:~$ generate wireguard
Possible completions:
client-config Generate Client config QR code