What features of java 8 are not supported?

Almost everything is supported including the new classes that were introduced that are needed by the javafx sdk (like for instance LocalDate). Streams aren’t supported and changes to existing classes that were introduced in java 8 aren’t available either. Other than that all remaining API that doesn’t exist in Android isn’t supported.
Note: Android is using the Harmony impementation of the Java SE API’s, which is somewhere between Java 6 and Java 7. RoboVM uses the same classes for its AOT.