Hi!
I am not familiar with the whole setup of Docker Swarm in LXD. However, the message you get is quite straightforward. The container needs to have the br_netfilter kernel module loaded on the host (or parent VM), but cannot load it itself. You should load the kernel module on the host and try again.
If this solves the issue, then you can configure either the host to always load this kernel module, or the container config to pre-load this kernel module when the container starts (see How to add kernel modules into an LXC container? - #3 by simos).