Sonos has yet to announce whether or not they will support Apple Lossless using the Sonos app. Read more here:

https://en.community.sonos.com/music%2Dservices%2Dand%2Dsources%2D228994/sonos%2Dsupport%2Dfor%2Dapple%2Dmusic%2Ds%2Dlossless%2Daudio%2D6858768
 

But with Qobuz, you can currently stream 24-bit/48 kHz audio from the Sonos app which is a good sign this will more than likely be possible with Apple Lossless too.
https://support.sonos.com/s/article/1782?language=en_US
 

But Apple Hi-Res Lossless will probably not be supported on Sonos speakers.

Currently Apple Spatial Audio/Dolby Atmos music can only be played from the Apple Music app on the Apple TV 4K to the Sonos Arc using a TV with HDMI eARC or the HDFury Arcana. The Sonos Arc is the only Sonos speaker that supports Dolby Atmos audio.

I’m assuming this will require changes to the speakers firmware, although the app may need some work too. 
As for Dolby Atmos, that’s already supported if you purchase the appropriate hardware, which is the Arc. Think that gives you some lossless capability too. 

At least for now we’re able to stream to Sonos in Dolby Atmos via AirPlay 2. Streaming “Boom” by Tiesto over AirPlay to my Sonos ARC and Play 1s sounds vastly different than streaming the same song straight from the Sonos app. 

But is the Arc actually playing the song in Dolby Atmos or is it just playing the Atmos mix converted to stereo PCM?

This goes beyond my technical knowledge of the Sonos system to be honest. If I had to guess, I’d assume it’s mixing in stereo as the app isn’t calling out “Dolby Atmos”. It’s playing in Apple Music (AirPlay 2) with Dolby Atmos and is giving the same sound stage as it would with headphones - I’m just not sure how Sonos recognizes it. 

I really hope we get Apple Music lossless on the Sonos app…I don’t feel so strongly about hi-res, but lossless seems like a fair expectation…pretty please!  

Has anyone got this to work yet? I can’t get Dolby Atmos to appear in my about my systems function

I’ve only gotten it to work while using the Apple Music app off the Apple TV connected to a late generation Samsung tv with e arc then to the arc from there.   I know it’s playing in atmos because when you look in the Sonia app, and then look at the arc it will say Dolby atmos there or whatever is actually streaming through.   
 

I just tried airplay actually and it appears to stream atmos there as well (through the Apple TV) but not to the arc directly.