So I guess this feature is still not available?

I am not an expert at this, is there some tutorial or step by step guide to do so? The link you posted assumes a certain level of expertise to achieve this.

Is it possible to support without the link? Have some NDA there I can't share right now.  

But the font is already available in https://shopify.dev/docs/themes/architecture/settings/fonts 

I am currently using this in the latest Dawn theme: .header__menu-item {font-size: 25px;font-family: "Futura";font-weight: 100;}  However the font-weight has no change on the font itself, it still shows the regular weight. If I change font-weight to ...