No, it is not possible. You may meet some problems when you add different version SQL server instance to an SQL AG .
Quote from MS document Prerequisites, Restrictions, and Recommendations for Always On availability groups;
>Each server instance must be running the same version of SQL Server to participate in an Always On Availability Group.
If you do not want to use in place upgrade. Suggest you using backup databases on SQL server 2014 then restore the databases to SQL server 2019. In addition, SQL Server 2019 (15.x) supports upgrade from SQL Server 2014 (12.x) SP2 or later. Refer to Upgrades from Earlier Versions to SQL Server 2019 (15.x).
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