It lost the filter, but if you click the drop down menu you can filter by speed. 

We cannot speak to the functionality of non-tested by Dell 3rd party retail memory. We can only speak to our OEM memory.

The online Alienware Aurora R11 Setup and Specifications PDF page 14 shows that with our OEM motherboard and BIOS, we tested and validated up to 3400 MHz PC4-27200 HyperX Fury XMP DDR4 OEM sticks.

@DELL-Chris M Is this correct? This user manual now says it supports 128GB Ram and up to 3400 Mhz speed.
Alienware Aurora R11 Setup and Specifications | Dell US (this was updated Dec 2020). Can you confirm this please? 

Correct. Edits made. I was using the PDF from September 2020.

I was able to get 4x8gb of HyperX memory running at 3600mhz

sorry for my english, but it can help someone, with this amazon kit (x2 to get 64Go)
Crucial Ballistix BL2K16G36C16U4R 3600 MHz, DDR4, DRAM, Gamer PC Memory Kit, 32GB (16GB x2)
link on amazon fr : https://www.amazon.fr/gp/product/B083TRXZ9N/ref=ppx_yo_dt_b_asin_title_o00_s00?ie=UTF8&psc=1 
 
I have 64Go CL16 at 3600 Mhz
Surely important : bios update 1.0.4 (from January 14, 2021)

(Alienware R11 2080Ti i9-10900KF)

BeR1, have you had any issues with that memory? I have two 16GB sticks of Crucial Ballistix BL2K16G36C16U4B at 3600mhz and seem to have a periodic freezing. Happens randomly. Some days not at all, other days within 10 minutes of starting a game.

No crash due to memory but due to the CPU's OC, yes, as soon as I want to exceed 5.02 Ghz

running 64gb 16gbx4 of that ram, no issues