If I want to support a developer, do I need to buy the game or is downloading it on GamePass enough?
If they announced that the game is included in GP, MS will already have payed them for doing so, and the extra money they'll get for the generated engament there will be minimal.
Devs get way more money per player when you buy the game. And when buying a game, the dev gets a way bigger percentage of what you pay when the game is sold digitally.
And obviously, you send them more money if you buy it when full priced and specially if you get -in case of available- some digital deluxe edition or DLC too.
I don't know that do you mean by 'THPS3+4', but if it's a MS published game, you'd send more money to MS by buying it on a MS (on Xbox or Windows), because by buying it on a rival platform as could be PSN or Steam a percentage of the money would go to the company of that store.
TLDR: You support more the devs by buying a full priced digital version, particularly if a special edition or getting DLC. And if it's a game of a company with a game store, buying it on their own store helps them more than buying it elsewhere.