I am trying to do a multivariate forecasting with ARIMAX. And I am not sure if ARIMAX can handle time series features as exogenous variables or it can only handle none time series features or both.
ARIMAX and regression with ARIMA errors (there is a difference) handle predictors that vary with time. It does not do anything with features that do not vary with time. (Any effects that do not vary with time will be absorbed into the intercept.)