Hi @Ole Frederiksen ,
Have you check if MSDTC is started on the machine for SQL Sever 2019?
Click Start, click Run, and type dcomcnfg to launch the Component Services Management console.
Click to expand Component Services and click to expand Computers.
Click to expand My Computer, click to expand Distributed Transaction Coordinator, right-click Local DTC, and click Properties.
Click the Security tab of the Local DTC Properties dialog.
In that dialog box, enable "Network DTC Access" and also "Allow Inbound" and "Allow Outbound".
Here is a similar issue you may take a reference:
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