Please tell me more, which firewall would you recommend that plays nice with Docker?

Firewalld

No NAT?

Another user in this thread suggested DMZing, so combine your advice with theirs and boom. It’s not uncommon. Most people don’t knowingly choose to use a firewall that they don’t intend to work, like you would.

why would you copy paste a docker compose without reading it?

There’s more than one way to use docker. Spinning up an official mysql image using the official docker run OR docker compose call suggested by the docs would start up a server wide open to the entire internet if DMZ’d.