Sonos supports its own Sub and its Sub Mini.

This is true. The Sonos Amp powers regular speakers, but has a line level output for a sub, not a powered output. 

You’ll have to clarify what you mean by connecting the Amp to a receiver.  The Amp doesn’t have any output made to connect to a 3rd party receiver. 

As far as sub goes, the sub output on the Amp is designed connect a powered/active sub.  It cannot provide power to the sub via that connection.  The amp does have left/right speaker connections designed for passive speakers.  It’s possible to connect passive speakers and a passive subwoofer  to this ports using various wiring technics, but you would need to make sure the ohms are right so as not to cause damage, and obviously, the Amp would not handle crossovers.  Such a setup would not be supported by Sonos, as the support tech correctly told you.

Thank you

The plan was to connect Receiver to a Sonos Amp. And then use Sonos Amp to power a passive subwoofer.

I guess that’s not supported?

That’s not supported, and not a good idea. The amp is not designed for that purpose and has way more functionality than you need.  Do an internet search for a mono amplifier. Look for something that can take input from your receiver (probably RCA input) and has the ohm and watt rating to support your subwoofer.  Here is one example.