Bone responds to the load it carries, so significant weight loss of any kind is associated with some loss of bone mineral density. Recent studies of people on GLP-1 medicines have reported the same pattern, tracking the amount of weight lost.
Vitamin D supports normal calcium absorption and vitamin K contributes to the maintenance of normal bones, which is why the two are paired.
Supplements are a supporting measure. The best-evidenced way to look after bone during weight loss is weight-bearing and resistance exercise.

Adapted from guidance by Sarah Carolides, Head of Nutrition, Zooki. For information only, not a substitute for advice from your prescriber.