The Wordfence Web Application Firewall cannot run

Just installed Wordfence on a new site in a new environment.

It’s rare that I have any issues with Wordfence, but with this install I don’t know what to do.

Been searching the net and docs but the string gives me no results.

“The Wordfence Web Application Firewall cannot run”
followed by
“The configuration files are corrupt or inaccessible by the web server, which is preventing the WAF from functioning. Please verify the web server has permission to access the configuration files. You may also try to rebuild the configuration file by clicking here. It will automatically resume normal operation when it is fixed.”

Probably it’s a permission issue. How can I get around it? In the docs I find this:

Depending on your server configuration, you may be prompted to create wordfence-waf.php, and edit or create .htaccess or .user.ini files in the site’s main directory.

Creating and uploading them is no problem of course. But if I need to add something, what should I add?

Docs includes a lot of tips on how to troubleshoot optimizing the firewall. But not tips at all if you can’t even run it…

Any help will be much appreciated. Thanks.