Dynamic Feature Modules - Is there a unity implementaion I am missing?

[JuliusM]

Would it be true that we can not currently use Dynamic Features?

Yes, Dynamic Features are not supported for now.

Do we have control over that or is Unity somehow taking care of that when we build our Android projects?

The resources mentioned in the linked page are the ones normally used by java applications. Unity does not use them. We only specify launcher icons and static splash screen image (if it is enabled).