Thank you for posting your concern.
To answer your question "I was wondering if there is anything that the gRPC/REST API cannot do but the UI can do?", yes, there are features in the UI that are not supported yet in the API. We don't have the list but if the users are looking for unsupported features in the Google Ads API, then we are raising feature requests to our team, subject for review.
As for the discovery campaigns, this has been supported since the v10 API version according to this
release note. You may refer to this
document to know more information about the discovery campaign in the Google Ads API.
Regards,
Ejay
Google Ads API Team