My aim is to plug in both GPS and magneto compass to Arduino Nano. I found this item https://www.banggood.com/APM2_6-2_8-GPS-Module-High-Precision-Ublox-NEO-M8N-GPS-With-Electronic-Compass-PIXHAWK-p-1240362.html?rmmds=search&cur_warehouse=CN ( Ublox NEO-M8N ) which named as "GPS With Electronic Compass PIXHAWK". I found specifications for this family: https://www.u-blox.com/sites/default/files/NEO-M8_DataSheet_(UBX-13003366).pdf and there are no any words about a compass. I found only heading angle based on a current moving direction and that's it. In general, specification looks the same as for gy-neo6mv2. So, what is the point? Are they both not supports magnetic compass? Or I have missed something?
If you can't find a decent user guide or manual that explains the details, don't waste your money or your time.
It is easy enough to build an electronic compass, using any modern magnetometer breakout. Keep in mind that it is absolutely necessary to calibrate the magnetometer, no matter which you choose.
Your missing that your just looking up the specification for the GPS. The GPS is just that a GPS, it has no magnetometer in it.
There might well be an additional magnetometer in the case, but without a manual who knows which one it is.
The connector with two wires is likley the I2C interface for the magnetometer.