I have to revise my previous answer after I tried to find an answer for Is "SM2" called by Kleopatra?. SM2 is implemented by libgcrypt which is used by GnuPG. I looked into the source code and found only two lines of code where SM2 is mentioned like in the file https://git.gnupg.org/cgi-bin/gitweb.cgi?p=gnupg.git;a=blob_plain;f=tpm2d/tpm2.c;hb=HEAD. But other algorithms appear much more often. So, right now I’m not sure if GnuPG is making use of SM2. Also, if I’m calling gpg --expert --full-gen-key there is no hint about SM2.
I recommend you to open an issue on https://dev.gnupg.org instead of a topic in this forum because the developers of GnuPG/Gpg4win might overlook your topic here.