Since my last update I see in the boot log:

chronyd[942]: chronyd version 3.4 starting (+CMDMON +NTP +REFCLOCK +RTC +PRIVDROP -SCFILTER +SIGND +ASYNCDNS +SECHASH +IPV6 -DEBUG)
chronyd[942]: Wrong permissions on /var/run/chrony
chronyd[942]: Disabled command socket /var/run/chrony/chronyd.sock
Checked an old log and see that chrony was updated from version 3.3 to 3.4

It is a pity that the error is not giving hints on what is wrong, but the good thing of open source is that you can look into the sources and there I found that the permissions are and-ed with 0770 and if that gives a non-zero result you get this error.

Had a look and my system and saw, the permission were indeed not right and corrected them:
> ls -ld /var/run/chrony
drwxr-xr-x 2 chrony chrony 60 Nov  3 17:28 /var/run/chrony
> sudo chmod o-rx /var/run/chrony
[sudo] password for root:
> ls -ld /var/run/chrony
drwxr-x--- 2 chrony chrony 60 Nov  3 17:28 /var/run/chrony
Did reboot but still the error, checked again /var/run/chrony and saw the old permissions were back and the time-stamp updated to 2 minutes after the last boot.
What is going on?