I know that some adjectives are not followed by -that clauses straight away, for example we can't say "I am accustomed that he lies", we need to say "I am accustomed to the fact that he lies" in order to place a that clause.
Right.
But some adjectives are never followed by -that clauses, for example we can't say "We are devoted that/to the fact that".
This is not right, and is probably the origin of your confusion. After 'devoted' you
can't use a 'that'-clause compliment but you
can use a 'to' preposition phrase. So, if you want to connect 'devoted to' to a 'that'-clause, then you need to use the 'fact' as a grammatical connector. The issue, however, is whether it makes sense to do that, and it quite probably doesn't make sense to do that.
How do I know whether an adjective can be followed by -that clauses
Chiefly, as usual, you know from the
meaning of the adjective, and whether it makes sense to combine it with the informational content of the 'that'-clause.
Does it have to do with the nature of the adjective?
Yes. The complement pattern has to do with the meaning. We use 'that'-clauses to express some kind of propositional content, or in other words to state something true about the world. Example:
My wife is having an affair.
This is a proposition. That means that it says something true about a state-of-affairs of the world. This kind of propositional content works very well with certain verbs.
I know that my wfe is having an affair.
The verb 'know' makes good sense here, because of its meaning, which is related to the idea of truth, knowledge and certainty.
I'm sure that my wife is having an affair.
The adjective 'sure' also makes good sense here, because the propositional content of the 'that'-clause is something that it is possible to be sure about.
Words such as 'know' and 'sure' say something about
knowledge and certainty, but words that express an
emotional response also work very well with the propositional content of 'that'-clauses:
I'm actually glad that my wife is having an affair.