Do all devices allow for TR143 Diagnostic features?

Brand new to Genie. Sorry if this is a silly question.

Do all devices allow for TR143 Diagnostic features?

I am specifically using TP Link VR2100.

InternetGatewayDevice.DownloadDiagnostics does not show by default. Do I configure this manually in edit devices page?

No

You need to work with your CPE vendor. They may not have support for download/upload/ping/udpecho/trace route/etc in the firmware.