There are no known or expected issues with the products and versions listed running on a z13 or z14.
We certify our products by z/OS release level, so that would be a more appropriate question. If you are planning to upgrade to z/OS 2.3, ZMF 8.1.4 and Comparex 8.8.1 are the only supported versions for z/OS 2.3. ZMF 8.1.1 and Comparex 8.7.1, which you listed, have reached the end of mainstream support. You should begin planning an upgrade of these products.
It is a similar answer for the MFA and zServer releases you mentioned. They are both old releases. The current version of MFA/zServer is 6.0.