@Wenable User , For the Mobility (MDM and MAM), based on my check, the default is "Microsoft Intune" and we can add other MDM via "add an application". But in the application list, I find the WeGuard is not included. So I think currently it is not supported.
To double confirm on this, you can contact Azure AD support to get more help.
https://learn.microsoft.com/en-us/azure/active-directory/fundamentals/active-directory-troubleshooting-support-howto
Thanks for the understanding.
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