On iPads, FIDO2/passkeys, time-based one-time passwords (using Yubico Authenticator) PIV (smart card), and button-press protocols (Yubico OTP, static password, etc.) work. as long as the key's connector matches the port on your iPad model. OpenPGP does not work at this time.
In practice, although the above listed protocols are supported, whether a YubiKey will work for a given service on an iPad typically depends on the service itself. Generally speaking, Yubico recommends consulting documentation provided by the service provider, which can often be found via the Works with YubiKey catalog, or simply testing for functionality.
In the event that something is not working, reach out to Apple, the service provider, or Yubico support here, depending on where the fault lies.
Additional information regarding use of YubiKeys on iPads can be found here.