Regarding the HNSW algorithm, Azure Search does support it. The HNSW algorithm is a commonly used algorithm for approximate nearest neighbor search, and it is available in Azure Cognitive Search for vector search scenarios. Please check Add vector search - Azure Cognitive Search | Microsoft Learn.
As for the specific issue you mentioned regarding importing the HnswVectorSearchAlgorithmConfiguration module in Python 3.9, it's possible that the module may not be available or accessible in that specific version. It is recommended to check the documentation or reach out to Microsoft Azure support for further assistance or alternative approaches.
Overall, Azure Search offers robust vector search capabilities, including support for the HNSW algorithm, which can be valuable for creating efficient and accurate search experiences.