Much confusion on this topic, because Amazon has changed things and in sort of a weird way.
Also as @Declankh mentions below, it looks like the configurations are different for the UK. So, although most of the links I give in the rest of this post are from the Amazon official developer site, it looks like they may only apply to the US. 
Zigbee
Originally only the tall cylinder Echo plus included the Zigbee hub.
Then they started adding it to more. But they also sometimes took it away again.
4th generation Echo dot: no Zigbee
5th generation echo dot marked “2022 release”: yes, Zigbee
5th generation echo dot, later releases: no Zigbee
Echo show first generation: no Zigbee
Echo show 10, all generations except the first: yes, Zigbee
Echo show 7: no Zigbee
Understand Smart Home Zigbee Support | Alexa Skills Kit)
https://www.amazon.com/dp/B09B8V1LZ3?ref_=nav_em__ods_ha_echo_dt_0_2_5_13
Matter over Wifi
Matter is a completely different story. Most matter devices are Wi-Fi, and most echo devices are matter controllers for matter over Wi-Fi.
Matter support has been added to over 100 million Echo devices through a software update. These models include: Echo Dot (5th Gen), Echo Dot (4th Gen), Echo Dot (3rd Gen), Echo Dot (2nd Gen), Echo Dot with Clock (5th Gen), Echo Dot with Clock (4th Gen), Echo Dot with Clock (3rd Gen), Echo Pop, Echo Show 15, Echo Show 10 (3rd Gen), Echo Show 8 (3rd Gen), Echo Show 8 (2nd Gen), Echo Show 8 (1st Gen), Echo Show 5 (3rd Gen), Echo Show 5 (2nd Gen), Echo Hub, Echo Studio (2nd Gen), Echo Flex, Echo Plus (2nd Gen), eero Pro 6E, eero Pro 6, eero 6+, eero 6, eero PoE 6, eero PoE gateway, eero Pro, and eero Beacon.
(Zigbee is not part of matter. Zigbee devices that do work with matter at the time of this writing can only work via a “Matter bridge”.)
matter over thread
To use a Matter over thread device, you need a thread border router. The 1st echo device that was a Thread Border router was the echo generation four, but they have since added the ability to a bunch more models. Note that this list is different than the list that has a zigbee hub inside. Don’t confuse Matter and zigbee. Or matter and thread. They are different compatibility issues.
Thread border routers are required for devices that use Thread to talk to other non-Thread devices, and be controlled by voice assistants, like Alexa. Select Echo and eero devices have Thread border routers built in: Echo (4th Gen), Echo Show 10 (3rd Gen), Echo Show 8 (3rd Gen), Echo Hub, Echo Studio (2nd Gen), Echo Studio (1st Gen), eero Pro 6E, eero Pro 6, eero 6+, eero 6, eero PoE 6, eero PoE gateway, eero Pro, and eero Beacon have built-in Thread border routers.
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See how much less confusing matter made everything? LOL! 