I have a server with Windows Server 2019 Standard (with Desktop environment).
I want to transform it in a vps server, so what is the best: my Windows Server + Hyper-V role or Windows Hyper-V Server 2019?
Considering it's a Standard version of Windows Server, you won't be able to deploy more than 2 VMs on it, according to Microsoft's version comparison:
https://docs.microsoft.com/en-us/windows-server/get-started-19/editions-comparison-19
So your first option wouldn't be quite viable to go with.