Tex Live do not include version of local installation

I'm trying to modify the final PDF document by changing the fonts, margins etc. by adding additional Latex, how ever I keep getting the error:

tlmgr.pl: The TeX Live versions supported by the repository
do not include the version of the local installation
! LaTeX Error: File `unicode-math.sty' not found.

This works:

title: "Untitled"
author: "Author"
date: "15/04/2020"
output: pdf_document

But this throws an error:

title: "Untitled"
author: "Author"
date: "14/04/2020"
    latex_engine: xelatex
  - \usepackage{fontspec}
  - \setmainfont{Arial}

I've tried reinstalling everything, installed Live Tex, changed the mirrors, rolled back a version of R. Any other suggestions?

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