Yes, Chicago_SH, they absolutely do detect current.

This thread inspired me to make a deep-dive video about all of these questions: https://youtu.be/kMT7KUVTELo

I have an issue with my 4 way setup...  I tried to replace the last 3-way switch in the chain, but it did not have the neutral wire bundle in the gang box.  I then went to the first 3-way switch location, and connected the neutral to the bundle of whites, the black 'hot' to the load/line screw, and the two travelers to the two traveler screws.   I flipped the breaker back on, but it did not work, so I flipped the travelers.   At this point, the light came on, but the Kasa switch could not turn it on or off, only the 4-way and the old 3-way on the other end.   I was going to install two Kasa 3-ways, but the issue is that the other end has no neutral to tie into, so not sure that I can connect it without that neutral.  
 

I don't have an extra 210 right now anyway, as I used the one from my two pack for my foyer, so I am debating on whether to get another one to try again, but first need to figure out how to deal with the missing neutrals at the last 3-way location.   Not sure why the Kasa could not control the power when it was added to the path, but power was working and controllable from the other switches.

@PatchyFog My Kasa 3-way switch is now working in a 4-way configuration. The 4-way switches are irrelevant, and don't cause a problem. My problem was that my wiring configuration is different that anyone's posted diagram, so I was just confused. My lights are between the switches, so my original 3-way switch had a black, white, red and ground. I was using the white as the neutral. Wrong. The white was also hot, and in this config, I have seen diagrams were they wrap black tape around the white. Once I realized this, I found a white pair tucked in the back of the box. So from the Kasa, white wire to the pair of whites with wire nut. Black on black screw. Red and hot white on traveler screws. I have 4 switches and everyone works. When I turn any switch off, the app recognizes the change in state. Hey Google also works perfectly from my phone, Without a hub.

@PatchyFog 

'I am assuming the Kasa switches do NOT do any current sensing and must infer load (on/off) state from the switch "position"'

It would be nice if KASA would give a definitive answer to this, but I do not believe you are correct. I've seen a lot of reviews on Amazon that say the did it with one KASA, and during the setup, it asks if you are using 1 or 2 KASA 3-ways. So the switch position should not matter. But getting a 4-way to work is still the problem for me, and I don't want to buy another KASA device only to throw good money after bad.

Also, note that since 1 Kasa switch works in the "far"/load box, it must take its power from whichever of the two travelers is currently energized (probably with some capacitance to float over the switch over)  and NOT the line/load screw.

I think this gets complicated because there are two problem areas: electrical wiring and Kasa app state tracking (i.e. is the light (load) on or off?)

The state tracking problem is because 3-way (and 4-way) switches don't have a "on" or "off" -- they only have a "this way" or "that way" for the juice.

I am going to assume you understand 3-way (SPDT) and 4-way (DPDT) switch wiring schematically If not, this info is available all over the Internet and in this thread in all the "this wire that wire" posts. (By the way, there is no such thing as a "5-way" circuit -- number of switches controlling a load has nothing to do with "way-ness")

I am assuming the Kasa switches do NOT do any current sensing and must infer load (on/off) state from the switch "position" -- can anyone confirm this? If this is so:

You can get any multiply-switched circuit to turn on and off just fine with only ONE Kasa 3-way installed in the "first" (line) box (assuming neutral present). BUT, any switches after that (typically, that other 3-way at the end of the hall or up the stairs) can change the light state "underneath" the Kasa, so the app would lose track of the current on/off state.

So, it seems Kasa's solution to this problem, for the most common situation, is to install a 2nd  Kasa 3-way switch at the other end of the line, pair them, and have software interrogate the state of both to infer if the light is currently ON or OFF.

That's great for a circuit with just 2 3-way switches, which is probably 80-90% of situations, but if you have additional, dumb, 4-way switches "in the middle," THEY should be able to change the state of the light "underneath" the two smart Kasa "ends" and the app will lose track of the light state -- as @bjchristine seems to have discovered (?).

Again, if Kasa does do current sensing, this is moot (and I don't see why you'd ever need more than one -- which is why I think they don't current sense). But, then, there are users like @RichG5 saying they have 1 switch and good state tracking -- but I kind of don't believe them.

I just installed a 3 way switch in a 4 way switch setup by only replacing the switch with the hot wire, similar to a regular 3 way switch install. Everything works correctly including the light in the app. 

@yukoncornelius 

the TP switch isn't made to be a 4 way.  you have to give power to the TP switch so you'd have to tap the white wire in the diagram and then you only have 3 terminals for the 4 wires in the box.

What happens if you hook it up to the switch in the middle with the 4 wires for a 3 way system?