Data Pool in Big Data Cluster (BDC) in SQL Server 2019 only supports 'default' External Data Source in the LOCATION statement. If a nondefault name is used for a Data Pool External Data Source, an error will occur. This error will be caught only when you create a Data Pool External Table with the invalid External Data Source.
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
This issue is fixed in the following cumulative update for SQL Server:
About cumulative updates for SQL Server:
Each new cumulative update for SQL Server contains all the hotfixes and all the security fixes that were included with the previous cumulative update. Check out the latest cumulative updates for SQL Server: