I think the Collator is using the locale information from the CLDR repository.
I compiled a list from it's current trunk (at the time of writing: 2020-02-23):
af af_NA af_ZA ar ar_001 ar_AE
ar_BH ar_DZ ar_EG ar_IQ ar_JO ar_KW
ar_LB ar_LY ar_MA ar_OM ar_QA ar_SA
ar_SD ar_SY ar_TN ar_YE as as_IN
az az_Latn az_Latn_AZ be be_BY bg
bg_BG bn bn_BD bn_IN bs bs_BA
ca ca_ES chr chr_US cs cs_CZ
cy cy_GB da da_DK de de_AT
de_BE de_CH de_DE de_LI de_LU dz
ee ee_GH ee_TG el el_CY el_GR
en en_AS en_AU en_BB en_BE en_BM
en_BW en_BZ en_CA en_GB en_GU en_HK
en_IE en_IN en_JM en_MH en_MP en_MT
en_MU en_NA en_NZ en_PH en_PK en_SG
en_TT en_UM en_US en_US_POSIX en_VI en_ZA
en_ZW eo es es_419 es_AR es_BO
es_CL es_CO es_CR es_DO es_EC es_ES
es_GQ es_GT es_HN es_MX es_NI es_PA
es_PE es_PR es_PY es_SV es_US es_UY
es_VE et et_EE fa fa_AF fa_IR
fi fi_FI fil fil_PH fo fo_FO
fr fr_BE fr_BF fr_BI fr_BJ fr_BL
fr_CA fr_CD fr_CF fr_CG fr_CH fr_CI
fr_CM fr_DJ fr_FR fr_GA fr_GN fr_GP
fr_GQ fr_KM fr_LU fr_MC fr_MF fr_MG
fr_ML fr_MQ fr_NE fr_RE fr_RW fr_SN
fr_TD fr_TG ga ga_IE gu gu_IN
ha ha_Latn ha_Latn_GH ha_Latn_NE ha_Latn_NG haw
haw_US he he_IL hi hi_IN hr
hr_HR hu hu_HU hy hy_AM id
id_ID ig ig_NG is is_IS it
it_CH it_IT ja ja_JP ka ka_GE
kk kk_KZ kl kl_GL km km_KH
kn kn_IN ko ko_KR kok kok_IN
ky ky_KG ln ln_CD ln_CG lt
lt_LT lv lv_LV mk mk_MK ml
ml_IN mr mr_IN ms ms_BN ms_MY
mt mt_MT my my_MM nb nb_NO
nl nl_AW nl_BE nl_CW nl_NL nl_SX
nn nn_NO nso nso_ZA om om_ET
om_KE or or_IN pa pa_Arab pa_Arab_PK
pa_Guru pa_Guru_IN pl pl_PL ps ps_AF
pt pt_AO pt_BR pt_GW pt_MZ pt_PT
pt_ST ro ro_MD ro_RO ru ru_MD
ru_RU ru_UA se se_FI se_NO si
si_LK sk sk_SK sl sl_SI sq
sq_AL sr sr_Cyrl sr_Cyrl_BA sr_Cyrl_ME sr_Cyrl_RS
sr_Latn sr_Latn_BA sr_Latn_ME sr_Latn_RS st st_LS
st_ZA sv sv_FI sv_SE sw sw_KE
sw_TZ ta ta_IN ta_LK te te_IN
th th_TH tn tn_ZA to to_TO
tr tr_TR uk uk_UA ur ur_IN
ur_PK vi vi_VN wae wae_CH xh
xh_ZA yo yo_NG zh zh_Hans zh_Hans_CN
zh_Hans_SG zh_Hant zh_Hant_HK zh_Hant_MO zh_Hant_TW zu
zu_ZA
Or grouped:
af (af_NA, af_ZA)
ar (ar_001, ar_AE, ar_BH, ar_DZ, ar_EG, ar_IQ, ar_JO, ar_KW, ar_LB, ar_LY, ar_MA, ar_OM, ar_QA, ar_SA, ar_SD, ar_SY, ar_TN, ar_YE)
as (as_IN)
az (az_Latn, az_Latn_AZ)
be (be_BY)
bg (bg_BG)
bn (bn_BD, bn_IN)
bs (bs_BA)
ca (ca_ES)
cs (cs_CZ)
cy (cy_GB)
da (da_DK)
de (de_AT, de_BE, de_CH, de_DE, de_LI, de_LU)
dz
ee (ee_GH, ee_TG)
el (el_CY, el_GR)
en (en_AS, en_AU, en_BB, en_BE, en_BM, en_BW, en_BZ, en_CA, en_GB, en_GU, en_HK, en_IE, en_IN, en_JM, en_MH, en_MP, en_MT, en_MU, en_NA, en_NZ, en_PH, en_PK, en_SG, en_TT, en_UM, en_VI, en_ZA, en_ZW)
en_US
en_US_POSIX
eo
es (es_419, es_AR, es_BO, es_CL, es_CO, es_CR, es_DO, es_EC, es_ES, es_GQ, es_GT, es_HN, es_MX, es_NI, es_PA, es_PE, es_PR, es_PY, es_SV, es_US, es_UY, es_VE)
et (et_EE)
fa (fa_IR)
fa_AF
fi (fi_FI)
fil (fil_PH)
fo (fo_FO)
fr (fr_BE, fr_BF, fr_BI, fr_BJ, fr_BL, fr_CD, fr_CF, fr_CG, fr_CH, fr_CI, fr_CM, fr_DJ, fr_FR, fr_GA, fr_GN, fr_GP, fr_GQ, fr_KM, fr_LU, fr_MC, fr_MF, fr_MG, fr_ML, fr_MQ, fr_NE, fr_RE, fr_RW, fr_SN, fr_TD, fr_TG)
fr_CA
gu (gu_IN)
ha (ha_Latn, ha_Latn_GH, ha_Latn_NE, ha_Latn_NG)
haw (haw_US)
he (he_IL)
hi (hi_IN)
hr (hr_HR)
hu (hu_HU)
hy (hy_AM)
ig (ig_NG)
is (is_IS)
ja (ja_JP)
kk (kk_KZ)
kl (kl_GL)
km (km_KH)
kn (kn_IN)
ko (ko_KR)
kok (kok_IN)
ln (ln_CD, ln_CG)
lt (lt_LT)
lv (lv_LV)
mk (mk_MK)
ml (ml_IN)
mr (mr_IN)
mt (mt_MT)
my (my_MM)
nb (nb_NO)
nn (nn_NO)
nso (nso_ZA)
om (om_ET, om_KE)
or (or_IN)
pa (pa_Arab, pa_Arab_PK, pa_Guru, pa_Guru_IN)
pl (pl_PL)
ps (ps_AF)
ro (ro_RO, ro_MD)
root (chr, chr_US, ga, ga_IE, id, id_ID, it, it_CH, it_IT, ka, ka_GE, ky, ky_KG, ms, ms_BN, ms_MY, nl, nl_AW, nl_BE, nl_CW, nl_NL, nl_SX, pt, pt_AO, pt_BR, pt_GW, pt_MZ, pt_PT, pt_ST, st, st_LS, st_ZA, sw, sw_KE, sw_TZ, xh, xh_ZA, zu, zu_ZA)
ru (ru_MD, ru_RU, ru_UA)
se (se_FI, se_NO)
si (si_LK)
sk (sk_SK)
sl (sl_SI)
sq (sq_AL)
sr (sr_Cyrl, sr_Cyrl_BA, sr_Cyrl_ME, sr_Cyrl_RS)
sr_Latn (sr_Latn_RS, sr_Latn_BA, sr_Latn_ME)
sv (sv_FI, sv_SE)
ta (ta_IN, ta_LK)
te (te_IN)
th (th_TH)
tn (tn_ZA)
to (to_TO)
tr (tr_TR)
uk (uk_UA)
ur (ur_PK, ur_IN)
vi (vi_VN)
wae (wae_CH)
yo (yo_NG)
zh (zh_Hans, zh_Hans_CN, zh_Hans_SG)
zh_Hant (zh_Hant_HK, zh_Hant_MO, zh_Hant_TW)
You can see the base locale in the filename, e.g. de.xml, when you go inside the file, you fined an element like this one:
<collations validSubLocales="de_AT de_BE de_CH de_DE de_LI de_LU">
which lists additional Sublocales. Script and Territory is available in the file as well.
It takes some time until the CLDR data comes into Intl (C) which then is bind against PHP Intl extension. So cross check with the Intl library version / binding on your system. Just in case it differs a bit from your installation.
