I did an upgrade from:
a) 1.1.8 (community) to 1.3-rolling-201912261106 (add system image) and
b) 1.1.8 to 1.2.3 (self build, installed by booting from image and saving the old config suring install)
in both cases the upgrade was done, the system was working but all NAT rules got deleted from the config.
After adding them them from a backup (show config commands > file) told functionality was restored.
Done twice, so it should be reproducible.