SQL Server 2019 Always On using Distributed Network Name
Something you were trying to do in May 2020 is doable now. In SQL Server 2019 CU8 (released 01/10/2020) they have added support for Distributed Network Name.
Have a look at this KB4578579 - Improvement: Availability Group listener without the load balancer in SQL Server 2019
Also for instructions on how to configure dnn take a look at this atricle Configure a DNN for failover cluster instance