Hi,
When running lsmod I would expect to see a list of different kernel modules including the 88XXau kernel module which is the driver for that wifi dongle. Luckily we've also included the kernel module in the Voxl2 file system under the path: /lib/modules/4.19.125/kernel/drivers/net/wireless/88XXau.ko
I would suggest first trying to load this kernel module using the insert module command:
insmod /lib/modules/4.19.125/kernel/drivers/net/wireless/88XXau.ko
You should then run ifconfig and see if the wlan0 interface appears, if it does then the module has been successfully loaded and you should now be able to use your wifi dongle.
However, I do recommend upgrading your system image by installing our newest 1.3.1-0.8 platform release. This will upgrade your system image to 1.3.1 and install the 0.8 SDK. This can be found on our downloads page. I recommend doing this because for some reason all your kernel modules are missing. I'm not sure what might've caused this, but it might lead to other issues.