Hi YanSch,
Welcome to our new Teams forum. This question we have discussed in the TechNet forum.
No official documents talking about whether whiteboard supports Surface Hub 2S with Skype for Business server 2019 or not now.
When you set up Whiteboard collaboration in Surface Hub, it is only supported in the Office 365 commercial environment and requires Office 365 with cloud-based Azure Active Directory (Azure AD). It may be the reason why you cannot use Whiteboard in Skype for Business 2019 with Surface Hub 2S.
For more information, you can refer to Original Question Link in TechNet.
If the response is helpful, please click "Accept Answer" and upvote it.