By some reason 4.19 complaints if I use V9 clang. So I changed to v11 and I got the same problem as above:
c:/Unreal/UnrealEngine-release-4.19/Engine/Intermediate/Build/Linux/B4D820EA/UnrealVersionSelector/Development/CoreUObject/PCH.CoreUObject.h(46,10): error : non-portable path to file '"c\\Unreal\UnrealEngine-release-4.19\Engine\Source\Runtime\CoreUObject\Private\CoreUObjectPrivatePCH.h"'; specified path differs in case from file name on disk [-Werror,-Wnonportable-include-path]