Can you build custom workflows our SaaS does not support?

Yes. Building workflows that off the shelf SaaS cannot model is a common reason clients move to custom development. We start with a workflow audit (current state plus the workflow you wish you had) and build the application around the second one. State machines, multi step approvals, conditional routing, role based escalation, time based triggers, and integration triggers are all first class in our custom builds. The discipline is keeping workflows configurable rather than hard coded so they can evolve without engineering involvement.