I followed instructions on Debian manual:
Section: 5.14.3.2 Manual init.d configuration
There is command listed to install /etc/init.d/myfirewall:
#update-rc.d myfirewall start 40 S . stop 89 0 6 .
The following messages are reported:
update-rc.d: using dependency based boot sequencing
insserv: warning: script 'myfirewall' missing LSB tags and overrides
The fix for the issue requires alteration of the sample script. the script needs the following comments added:
### BEGIN INIT INFO
# Provides: myfirewall
# Required-Start: $all
# Required-Stop: $all
# Default-Start: 2 3 4 5
# Default-Stop: 0 1 6
# Short-Description: Start iptables firewall
# Description: Enable iptables firewall rules from myfirewall.
### END INIT INFO
Command can be then changed to
insserv myfirewall