I was wondering if the Flight-Controller is compatible with an Arduino Mega. I am trying to implement Ultrasonic Modules for collision detection for the Arduino and was wondering if interaction between those two products is possible

interaction between them is possible yes. you would need to control the Naza with the PWM outputs of the Arduino but why don't you just use a Ardupilot to fly your rig?

Sorry, please try to contact the company of Arduino to learn about the compatibility since DJI have not tested the compatibility of this product.