.NET Core message queue solution
Your question is comparing apples and oranges. It's not that MSMQ is not supported in .NET Core; it's that MSMQ only runs on Windows. A .NET Core application can easily use an MSMQ installation once it's installed. If you install your .NET core application on a Linux machine then no, you cannot also install MSMQ on that same machine. If you install your.NET Core application on a Windows machine then yes, you can also install MSMQ on the same machine.
If you want to run your .NET Core application on a Linux machine then you have two choices. Install MSMQ on a different machine and use it across the network, or install any of the other options you listed on the same Linux machine.