Does Sony support eSIM?

10 Sony models do. Xperia 1 IV, 5 IV and 10 IV onwards. The Xperia 10 VII has eSIM on the XQ-FE54 model only. Two checks for yours: it must support eSIM, and it must not be locked to a carrier.

The 30-second check

Open the phone dialler and type *#06#.
If an EID (a 32-digit number) appears, the phone supports eSIM.
Check it is carrier-unlocked: on iPhone, Settings › General › About › Carrier Lock says “No SIM restrictions”. A locked phone refuses other networks. How to check on Samsung, Pixel and other phones.

10 models

Sony 10

Xperia 1 IV, 5 IV and 10 IV onwards. The Xperia 10 VII has eSIM on the XQ-FE54 model only.

Sony Xperia 10 VII
Sony Xperia 10 VI
Sony Xperia 10 V
Sony Xperia 10 IV
Sony Xperia 5 V
Sony Xperia 5 IV
Sony Xperia 1 VII
Sony Xperia 1 VI
Sony Xperia 1 V
Sony Xperia 1 IV