The ufw logging does not work because the ufw logs are staying in dmesg, that is, /proc/kmsg, and are not getting to any syslog components at all. Attached is a diff of /etc/syslog-ng/syslog-ng.conf showing my changes.
Now that I see ufw logs I will see what else I can do with them. I already have locked myself out several times 'cos of the OSSEC active response, using nmap from my host system to the VM.
BTW I added the ufw logrotate as well, correctly I think.