There must be something wrong here with cgminer, right?
Umm, or could be you found the reason that "Many older threads told me to only use Bitcoin Core 0.19.1"...
Since -ck no longer updates cgminer and closed support for it, guess what?

Hm. But it should work with version 0.19.1, right? I am still getting the same error.
With bfgminer (latest) it says "No servers could be used! Exiting."
and with cgminer: "No Stratum, GBT or Solo support in Pool 0 (IP:Port) unable to use"