I had the same problem and found a solution.
When I ran
dokku postgresql:create app_name, I got the "please update" notice, but actually when I looked in docker containers, the
postgresql/app_name got created. Dokku just didn't see it as its own.
So I went
nano /home/dokku/app_name/ENV and set my
DATABASE_URL environment variable to
according to link.
Then when I pushed the app again to dokku, it got the database from the ENV and everything worked smoothly.