ASPs like SahiGST work via the ASP/GSP ecosystem enabled by GSTN. Technically for ASPs/GSPs limitation is APIs by GSTN. If GSTN provides API for doing a certain filing via GSP/ASP, SahiGST can enable that via its platform.

At the moment SahiGST has committed to providing GSTR-1, GSTR-2, GSTR-3, GSTR-4, GSTR-6 and GSTR-9 annual returns via its platform (so long as APIs are available for the same). While GSTR-3B isn't available via APIs yet, it is expected to arrive soon. 

Excluded from SahiGST:

GSTR-8 that to be filed by e-commerce marketplaces have been excluded from SahiGST’s Pro Pack. So is GSTR-7, which is for Government bodies.

There are some filings that GSTN has not enabled via ASP/GSP ecosystem. This includes TRAN-1 & TRAN-2. These forms are considered to be either interim or one time and hence are to be filed directly on government portal.