While recent grub2 finally has limited support for luks2, it only
supports the weaker KDF (key derivation function) (PBKDF2?), as I
understand it, though would be happy to be proven wrong!
i have just spent half an hour reading the linked PR's and patch emails, and
unfortunately you seem to be right.
i don't see why progress is so slow on this. some of the patches are 5+ years
old! and the submitters seem to be constructive and responsive.
a good entry point that collects the relevant links:
https://github.com/johnlane/grub/issues/21