@GaryM712 As per Pega Support guide, Pega v8.4.2 is not compatible with MS SQL 2019. Application might work as expected, however, you will be operating your environment in an unsupported versions.
In other words to say, Pega isn't tested and certified MS SQL 2019 for Pega v84x
There are know issues with different versions of PEGA and MS SQL combination aka Starting MS SQL 2016, SQL Server started supporting datetime2 for all its datetime fields with compatibility of 130, where as MS SQL 2019, SQL Server Engine started supporting datetime3 fields with compatibility of 140.
Unfortunately Pega not yet supporting datetime2 and datetime3, hence the support guide explicitly calling out to change the with compatibility to 120 i.e., acting MS SQL 2016/2019 like MS SQL 2014.
I suggest, you would consider platform upgrade to 8.5.4 or later , some of these nuances will be addressed with upgrade itself.