Add existing Office 2019 license in 365 admin

I assume that you are having Office 365 Business Premium or Enterprise E3 subscription as you said that 'I have an office 365 setup with several users using office 365 apps'.

So for using Office 2019 pro plus for one of the user, purchase Office 365 Business Essential or Enterprise E1 for that user (as these subscriptions don't have Office Applications) and install this Office 2019 license on that users' system and connect the system with this users' Office 365 credentials. 

You will be getting all the features with security updates included but you won't be getting any new features and updates of major releases and you have to pay the full amount when a new major release comes but with Office 365 apps you will always have the latest version as it is subscription based.