Things like EKF and LIDAR are marked as only supported on the Pixhawk in the Adrupilot website. Are these based on processing power only and therefore working on Navio, or do they require drivers not present on Navio?
I haven’t checked the code but it’s very probably that EKF is marked as Pixhawk only due to its more powerful CPU. Kalman filters are a bit more expensive than the normal complimentary filter the AVR cpu is using. Since the raspberry pi is way more powerful than the Pixhawk, it should handle EKF without any issues. LIDAR is Pixhawk only for the same reason probably.
Yes, these features are limited on older boards due to lack of processing power, everything will work with Navio+.