They had nerve gas; its seen on crates in halo 2.
Nukes they had many. For instance, the one that destroyed Cote D'Azur it what ever it was called.
Gas I think they used, but bio-weapons would be a last resort.
In The Thursday War, they begin testing altered food on Jul, they were going to spread a virus into the Sangheili food chain; it would make them all sick and have diarrhoea. Nice, I know. This was post-war, remember.