@StevenAtMainstay Try creating an empty text file on the Windows 2019 server and rename file extension to .udl. Follow the instructions in this article and use your SQL 2019/2017 Express settings to confirm connectivity.
If the UDL doesn’t connect, you have a connectivity issue between the Windows 2019 server and 2019/2017 Express box. Have you configured SQL Server Express to allow remote connections? If not, here is a Stack Overflow article describing the process.
If you have connectivity, please see the @ganncamp referenced above. I solved the issue by downloading the MSSQL JDBC 9.2.0 driver and copying the auth dll into the JDK /bin directory.