It works with all docutils and Sphinx roles, and almost all directives, including extensions.

A notable exception is autodoc (automodule, autoclass, etc.), and any other directives that generate more rST. The current workaround is to use eval-rst:

https://myst-parser.readthedocs.io/en/latest/syntax/code_and...

Some more discussion about that in these issues:

https://github.com/executablebooks/MyST-Parser/issues/163

https://github.com/sphinx-doc/sphinx/issues/8018