1.“ I find it already inconsistent to follow such a recommendation but to be forced then to buy a second license if so, but it would be an acceptable solution in my eyes.”
Yes,before server 2019 essentials,we can only install hyper-v role on server 2019 essentials then install server 2019 essentials as guest vm in hyer-v host.
2.“ If I am not entirely wrong this should be valid at least with 2 different Essentials licenses?”
We can only install PDC role on server essentials w2019 without hyper-v guest server 2019 essential vm or install PDC role in server essentials w2019 guest vm on server essentials w2019 with hyper-v role.
3."If so can I run the HyperV with another License as application server?"
Do you mean you want to install server essentials vm and member server vm in the same hyper-v host of server 2019essentials ?
I think we need to buy additional windows server cal and windows server product key for this member server vm,meanwhile server 2019 also has hardware limitation.
System Requirements for Windows Server Essentials
https://learn.microsoft.com/en-us/windows-server-essentials/get-started/system-requirements
--please don't forget to Accept as answer if the reply is helpful--