@zador.blood.stained
You are right. Issue was missing reboot after kernel upgrade.
Now, it's good.
root@orangepizero:~# iptables -nL
Chain INPUT (policy ACCEPT)
target prot opt source destination
Chain FORWARD (policy ACCEPT)
target prot opt source destination
Chain OUTPUT (policy ACCEPT)
target prot opt source destination
root@orangepizero:~# uname -a
Linux orangepizero 4.14.15-sunxi #28 SMP Mon Jan 29 07:24:48 CET 2018 armv7l armv7l armv7l GNU/Linux
Thanks