After doing more research I have to revise my last post.
I said you can put a H5 or H6 battery in a 2019 e-golf SEL but I think the OEM battery on SEL models is H6, if so then downsizing would be a bad idea.
I also said that you "can" use an AGM battery but I have since read that AGM batteries are actually stock (a VW service advisor also told me that). If so then you should definitely stick to AGM. But I do not know for sure.
I have also read that coding new batteries is not necessary for e-golf. It is definitely necessary for ICE Golfs, and that may be why a lot of people think e-golf also has to be coded, but there are people saying that it is not necessary for this car.
So now all I can definitively say is that a H6 AGM battery will fit and work find on a 2019 SEL e-Golf. I can't say that an H5 or EFB are OK to use and I can't say coding is necessary. I haven't coded my new battery yet and there aren't any problems at all, but I will probably code it anyway since I got a OBDeleven.