A fingerprint reader on the key itself cannot unlock KeePassXC, because no fingerprint key can answer its challenge-response request. A fingerprint still works, through Quick Unlock. After one full unlock (password plus key), later unlocks need only a biometric prompt: polkit with fprintd on Linux (new in KeePassXC 2.8.0), or Touch ID on macOS. The YubiKey must stay connected to finish the unlock, as the User Guide says. In daily use that is key plus fingerprint. On a Linux desktop that needs a libfprint-supported USB reader (section 02).
If you want to experiment with a fingerprint key anyway, the Token2 PIN+ Bio3 is the best value of the group (US$41.31, 29 fingerprints), paired with the proof-of-concept t2Vault wrapper.