Sooooo I had visual studio 2019 installed which also installed Windows SDK 10.0.18362.0, I had to uninstall it and then it all worked as Unreal defaulted to the right SDK.
Sooooo I had visual studio 2019 installed which also installed Windows SDK 10.0.18362.0, I had to uninstall it and then it all worked as Unreal defaulted to the right SDK.