You cannot use a U2F Fido2 key to access passbolt.
Here is a screenshot of the configuration page for the 2FA, and notice that the only keys available are YubiKey and Duo keys. However not all YubiKeys are available, only some with a particular OTP functionnality, and not the other Fido2 keys.
To give a quick update on this, @ishan made some experiment a few month ago to support webauthn/Fido2 as MFA method. We came to conclusion that we’d need to have PHP 8.2 as minimum dependency for this. This minimum php version requirement is scheduled for Passbolt v5, as it’s a breaking change, and is coming later this year. So we should be able to tackle this afterward.