Hi @asl ,
As far as I know the latest Visio SDK is the 2016 version, and based on the ReadMe file that comes after installing the Visio 2016 SDK it only mentions the Visio 2016 version in the system requirements.
You could create a GitHub issue by clicking on Site feedback at the bottom of the page of the Visio documentaiton page, then provide the necessary information and ask if the Visio 2016 SDK works for Visio 2019 or not.
Otherwise you can simply test to check if the Visio 2016 SDK works with Visio 2019 or not.
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Best regards,
Leon