> Does FIDO have a method to require keys are stored on devices certified to a certain level?
yes: https://developers.yubico.com/U2F/Attestation_and_Metadata/
yes: https://developers.yubico.com/U2F/Attestation_and_Metadata/
See https://fidoalliance.org/specs/fido-v2.0-ps-20150904/fido-ke... for the FIDO2 attestation specs.