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
http://ctan.forsale.plus/systems/texlive/tlnet
  (2016--2018)
do not include the version of the local installation
  (2019).
! 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"
output:
  pdf_document:
    latex_engine: xelatex
      
header-includes:
  - \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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