Strange issue, the expander is being correctly detected:
Dec 15 06:02:42 Legion kernel: scsi 9:0:4:0: Enclosure HP HP SAS EXP Card 2.06 PQ: 0 ANSI: 5
Dec 15 06:02:42 Legion kernel: scsi 9:0:4:0: set ignore_delay_remove for handle(0x000e)
Dec 15 06:02:42 Legion kernel: scsi 9:0:4:0: SES: handle(0x000e), sas_addr(0x500143801001d6e5), phy(36), device_name(0x0000000000000000)
Dec 15 06:02:42 Legion kernel: scsi 9:0:4:0: enclosure logical id (0x500143801001d6e5), slot(0)
Dec 15 06:02:42 Legion kernel: scsi 9:0:4:0: qdepth(254), tagged(1), scsi_level(6), cmd_que(1)
Dec 15 06:02:42 Legion kernel: scsi 9:0:4:0: Attached scsi generic sg1 type 13
But the 4 disks are failing to initialize, maybe a timeout issue?
Dec 15 06:02:42 Legion kernel: mpt2sas_cm0: log_info(0x31110101): originator(PL), code(0x11), sub_code(0x0101)
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Dec 15 06:02:42 Legion kernel: end_device-9:0:0: add: handle(0x000a), sas_addr(0x500143801001d6c4)
Dec 15 06:02:42 Legion kernel: mpt2sas_cm0: log_info(0x31110101): originator(PL), code(0x11), sub_code(0x0101)
### [PREVIOUS LINE REPEATED 3 TIMES] ###
Dec 15 06:02:42 Legion kernel: end_device-9:0:1: add: handle(0x000b), sas_addr(0x500143801001d6c5)
Dec 15 06:02:42 Legion kernel: mpt2sas_cm0: log_info(0x31110101): originator(PL), code(0x11), sub_code(0x0101)
### [PREVIOUS LINE REPEATED 3 TIMES] ###
Dec 15 06:02:42 Legion kernel: end_device-9:0:2: add: handle(0x000c), sas_addr(0x500143801001d6c6)
Dec 15 06:02:42 Legion kernel: mpt2sas_cm0: log_info(0x31110101): originator(PL), code(0x11), sub_code(0x0101)
### [PREVIOUS LINE REPEATED 3 TIMES] ###
Dec 15 06:02:42 Legion kernel: end_device-9:0:3: add: handle(0x000d), sas_addr(0x500143801001d6c7)
Do you have a different brand disk/device you could use to test?