Starting with Symfony 4.2, Controller is deprecated, recommending AbstractController to be used.
However, by using AbstractController the 'old' way of getting the factory service no longer works.

Old: $datatable = $this->get('sg_datatables.factory')->create(EntityDatatable::class);

The new way to use the datatables factory is to use dependency injection in the constructor of the controller.

private $dtFactory;
private $dtResponse;
public function __construct(DatatableFactory $datatableFactory, DatatableResponse $datatableResponse)
{
  $this->dtFactory = $datatableFactory;
  $this->dtResponse = $datatableResponse;
}

This allows to access the factory:
$datatable = $this->dtFactory->create(EntityDatatable::class);
And the response:
$responseService = $this->dtResponse; in the Ajax response portion of the function.

However, now, Symfony complains:

Cannot autowire service "App\Controller\Support\SupportController": argument "$datatableFactory" of method "__construct()" references class "Sg\DatatablesBundle\Datatable\DatatableFactory" but no such service exists. You should maybe alias this class to the existing "sg_datatables.factory" service.

The fix for this is in the services.yaml to add the following:

Sg\DatatablesBundle\Datatable\DatatableFactory:
    alias: sg_datatables.factory
Sg\DatatablesBundle\Response\DatatableResponse:
    alias: sg_datatables.response

At this point, everything should be working properly.