Your kernel headers for kernel 4.19.118+ cannot be found at

[Diestur]

Same issue as #5 but with a newer kernel.

DKMS: add completed.
Error! echo
Your kernel headers for kernel 4.19.118+ cannot be found at
/lib/modules/4.19.118+/build or /lib/modules/4.19.118+/source.
Error! echo
Your kernel headers for kernel 4.19.118-v7+ cannot be found at
/lib/modules/4.19.118-v7+/build or /lib/modules/4.19.118-v7+/source.
Error! echo
Your kernel headers for kernel 4.19.118-v7l+ cannot be found at
/lib/modules/4.19.118-v7l+/build or /lib/modules/4.19.118-v7l+/source.

The CAN interface can not be found in "dmesg" or be brought up with "ip link"

[Diestur]

I have finally been able to get it working!

Thanks to this post, I got the steps to get the required files for my kernel version:
https://rohitsw.wordpress.com/2019/04/28/installing-kernel-headers-for-raspbian-and-understanding-the-internals-of-apt-install/

4.19.118, the kernel in the current release of Raspberry OS is this file:
raspberrypi-kernel-headers_1.20200601-1_armhf.deb | 2020-06-01 22:03 | 24M

From there, it's just extracting the files and copying them using sudo so the install.sh script can use them.

I think this should be either automated by you os specified on the wiki.

And now, let the tinkering begin!