Hi Root Star, thanks for reaching out us.
With regard to the IDE version, we highly suggest sticking the compatibility table reported in our documentation. Visual Studio 2019 is not supported by R20 and it's likely not to be officially supported also on R21.
With regard to .hxx files, these are generated by our source processor when the building process is initiated and it's highly discouraged to change or get rid of them during the building process. The issues you're facing are highly related to the fact that the solution/project file(s) built by the projecttool (when kernel_app_64bit.exe g_updateProject=<your path to Cinema SDK> is executed) are not 100% compatible with VS2019 resulting in building tool-chain flaws.
Best, Riccardo