I have no neutrals in my switch boxes. For one fan with separate hot wires for lights and fan, I installed a Lutron dimmer (for lights) and a Lutron switch (for fan). Unfortunately I can’t control the fan speed from the switch this way, only the pull chain.
I have two other fans with a single hot wire that connects to an RF receiver in the fan canopy. The receiver is controlled wirelessly by a transmitter remote to allow for control of lights and fan speed. I replaced the in-canopy receiver with one that has both a standard ~400MHz RF receiver as well as a zigbee radio. Now those fans can be controlled by both the handheld remote, and the ST hub.
There are several threads about that zigbee-enabled fan controller. This one has links to the device itself and the device handler that works with ST.
Edit: Lutron caseta switches need their own bridge device in order to be controlled wirelessly. Then they can be integrated with ST through a cloud-to-cloud integration.