1.SQL Server 2019 with latest CU is supported with SharePoint 2019.
2.When you install, you just need to select features you want.
3.Supportability regarding SQL Server collation for SharePoint databases is "Latin1_General_CI_AS_KS_WS".
Reference: https://learn.microsoft.com/en-US/sharepoint/troubleshoot/administration/sql-collation-supportability-for-sharepoint-databases
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