As far as I can tell, Office 2019 does not integrate with New Outlook for Windows and there will be no option to switch. (I will assume that you installed New Outlook separately at some point).

-- Classic it looked like I could export data however all my emails were missing
since I switched to New Outlook about a year ago

Correct. New Outlook does not use local storage that Classic Outlook can see.

Are you using a Microsoft Cloud email account? (e.g. "xxxx@outlook.com")
If so, you should be able to add your Cloud account to Outlook 2019.
Add your Outlook.com account in Outlook for Windows - Microsoft Support

If not, who is your email hosting service (e.g. Google) and how do you connect (e.g. IMAP, POP)?