This is a simple proof of concept I put together a while ago to see how difficult it would be to roll my own web application firewall within a container.
It's barely customised and wouldn't be used in production in it current state.
Building can take some time as you'll be compiling nginx, modsecurity, and the modsecurity-nginx module.
A docker-compose file is included which launches a basic WordPress setup with the nginx container with modsecurity as a proxy to it.