How to pass linear regression weights to Xgboost regressor?
Answer is NO
Why? weights are hyperparameters of the linear regression model and they are not the same as the ones for xgboost or catboost.
What you can do is combine models (if you really want to use xgboost or catboost additionally) SEE this
NOTE just because model is more powerfull it does not mean that it will beat linear regression on every dataset ;)