Is xp_create_subdir supported on Linux SQL Server
According to the latest official release notes, no it is not supported.

The following features and services are not available on Linux at this time. The support of these features will be increasingly enabled during the monthly updates cadence of the preview program.
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System extended stored procedures (XP_CMDSHELL, etc.)

It does say that there will be increasingly available but does not make any commitment toward a time or viability at release.