Is your feature request related to a problem? Please describe.
Yes, customers in Microsoft national clouds other than Azure Government/GCC High/DoD need to be able to register and leverage PnP PowerShell for various Microsoft 365 automation scenarios. Some initial work was done last year Connect-PnPOnline Environment Discovery to establish some limited PnP PowerShell, but there are still gaps remaining that limit setup and automation for new customers, such as:

Cmdlet Environment Support

1. Register-PnPManagementShellAccess
2. Register-PnPAzureADApp

Managed Identity Environment Support
Secure credential management is important in these environments. Connect-PnP Online has Managed Identity support, but unclear if it supports custom Microsoft Graph/Entra ID endpoints successfully leverage Managed Identity in these cloud environments.

Describe the solution you'd like
Customers in these environments should be able to follow the Connecting with PnP PowerShell instructions to use Register-ManagementShellAccess and/or Register-PnPAzureADApp cmdlets then authenticate in the same manner as with other cloud environments.

Connect-PnPOnline should work in these environments with the -ManagedIdentity parameter specified as documented at Connect-PnPOnline.

Describe alternatives you've considered
I cannot think of alternatives. We've looked at Microsoft Graph PowerShell, but it does not contain all the functionality that PnP PowerShell offers.

Additional context
No additional context.