Are premultiplied and straight supported for all formats, and "ignore" is unsupported for all?
No. D2D1_ALPHA_MODE_STRAIGHT is supported only for GUID_WICPixelFormat8bppAlpha. And then D2D1_ALPHA_MODE_PREMULTIPLIED is supported for all supported WIC bitmap formats with an alpha channel. D2D1_ALPHA_MODE_IGNORE is supported for all supported WIC bitmap formats without an alpha channel.
If DXGI_FORMAT_UNKNOWN is used. The DXGI format is derived from the WIC bitmap format. For example, the DXGI format could be DXGI_FORMAT_B8G8R8A8_UNORM or DXGI_FORMAT_B8G8R8A8_UNORM_SRGB for GUID_WICPixelFormat32bppBGR.