I have the same issue. In my case, everything can be controlled via Aura sync, except ROG Strix Radeon 5700 XT OC graphic card, which isn't even detected/recognized by the Aura.
My scpecs:
Windows 10 Pro (with the latest updates installed)
AMD Ryzen 7 3800X
Asus ROG Crosshair Hero VIII X570 WI-FI (with the latest 1001 Bios) - works with Aura
G.Skills 32GB (4x8GB) Trident Z Neo 3200 - works with Aura
Asus ROG Strix LC 240 Cooler - works with Aura
Asus ROG Thor 850W - works with Aura
Asus ROG Strix XG32VQR Display - works with Aura
Some random RGB fans - work with Aura
Asus ROG Strix RX5700XT OC - does NOT get recognized in Aura