Ubuntu 18.04.5 / 20.04 not internet connection (both LAN and WiFi)
Solution 1:
In Ubuntu 18.04 and also 20.04, you get the same symptom:
Direct firmware load xx.ucode failed with error -2
In fact, the referenced firmware files are unavailable anywhere.
This AX210 device is not, according to Intel, supported until kernel versions 5.10 and later: https://wireless.wiki.kernel.org/en/users/drivers/iwlwifi
Wi-Fi 6E products Intel® Wi-Fi 6E AX210 (5.10)
Ubuntu 21.04 shipped with kernel version 5.11, suggesting full support for your device. My own 21.04 install suggests that the driver iwlwifi supports your device:
chili@T440p:~$ modinfo iwlwifi | grep 2725
alias: pci:v00008086d00002725sv*sd000000B0bc*sc*i*
alias: pci:v00008086d00002725sv*sd00006024bc*sc*i*
<snip>
chili@T440p:~$ modinfo iwlwifi | grep ty-a0-gf-a0
firmware: iwlwifi-ty-a0-gf-a0-59.ucode
chili@T440p:~$ ls /usr/lib/firmware | grep ty-a0-gf-a0
iwlwifi-ty-a0-gf-a0-59.ucode
Therefore, I suggested that you install Ubuntu 21.04 and, after you did, your wireless is working as expected.