UPDATE:
I noticed soon after posting, that all my previous rules were all gone. Only F2B had rules in my firewall - everything else was gone with the upgrade to Ubuntu 20.04 I guess.
So what I did was to restore my previous rules from a backup (/etc/webmin/firewall/iptables.save) and restart F2B which brought back its own.
Since my previous rules came from firewalld, as soon as I restored them, Webmin started warning me with a notice at the top of the 'Linux IPTables Firewall' page about the fact.
Just above that, there was another notice telling me 'External managed rules detected. Activate "Directly edit firewall rules" or your firewall rules may break.'
Clicking the link takes me to the firewall config (same thing as manually clicking the cog button at the top left of the same page). It is not apparent was I should do there. What I ended up doing was to choose from the drop down list 'Configuration category:' > 'IPv4 configuration' and choose 'YES' for **Directly edit firewall IPv4 rules instead of save file?**.
This stopped the previous message appearing and also at the bottom of the page I could now see only one button <Save Configuration> Click this button to save the configuration above into the permanent firewall configuration file (in the place where before I had 2 buttons <Apply Configuration> and <Revert Configuration>).
Good news is that now,
my rules from F2B do not duplicate themselves anymore no matter what I try.
Strange, but OK news is that now,
the iptables.save file still gets saved when I click <Save configuration> even though I chose Directly edit ...instead of save file.
So all is well again.