First, Exchange 2016 doesn't supported installed on Windows server 2019(You may could install successfully, but there may be some unknown issues):
So, I would suggest you create a new Exchange 2016 CU 20 on a new Windows server 2016 to coexist this old one, then rerun HCW to switch hybrid server from old one to new one.
If you don't want to change it to the supported topology. You could try to update Exchange from CU 19 to CU 20 directly(double click the CU 20 Setup file). After that, just try to rerun HCW to update configuration. There doesn't need other action.
Here is detailed information about running HCW: Exchange/Office 365 Hybrid Configuration Wizard – step by step guide
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