Let me mention the kind of cruft that Private Internet Access left in my filter rules that prevented private relay from working. These settings were not cleaned up even after uninstalling PIA. Also, just disabling the firewall with pfctl -d was not enough to fix things.
PIA created "anchors" in the main ruleset where it put its own rules. For me, the anchors had to be removed to reenable private relay. I suspect most tools would put their custom stuff in such anchors. You can list the anchors with the following
sudo pfctl -sA -v
The "-v" means to descend recursively - anchors within anchors within anchors. I see
No ALTQ support in kernel
ALTQ related functions disabled
com.apple
com.apple/200.AirDrop
com.apple/250.ApplicationFirewall
That's all you should see as well. That's just what's defined in /etc/pf.conf, loaded automatically at boot (unless you've taken steps to disable the particular system launch daemon defined in /System/Library/LaunchDaemons/com.apple.pfctl.plist). But other tools could install their own launch agents or daemons to add anchors at login or boot, respectively. You would see evidence of that in the response to pfctl -sA -v. I used to see an anchor with "privateinternetaccess" in its name.
Anyway, maybe PF is not your problem at all. But if the problem is not related to the VPN you had installed, then it would have been great if you could have checked with Apple to get to the bottom of it - too bad you're sticking to unsupported betas.