MS provides list of devices for Azure VPN Gateway
https://learn.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-about-vpn-devices
This list includes several VPN vendors and specific device models which are validated as compatible with Azure VPN. The documentation also includes configuration notes and guides for these devices.
There is no direct method to get this list like API or SDK but you can parse the site and create your own list in your app