I was facing different errors in using Selenium 4's DevTools working with the Chrome browser in Docker container.
Thanks to Titus Fortner and Diego Molina's quick help, I was able to resolve the same. You can see the conversation with the awesome Selenium Committers here.
In case you are encountering the same problem, see my github repo (https://github.com/anandbagmar/NetworkInterceptor) for a working sample of how to set it up.