I’m on Unity 2019.2.0f1. I created an HDRP project and then downloaded the DOTS packages, and finally the Hybrid Renderer from the package manager (0.1.1). (The HDRP is preview - 6.9.1).
I believe this is currently a known bug when using HDRP6.X
You can edit LightComponent and fix the reference to ShadowUpdateMode, otherwise you need to update to 7.X (that’s 2019.3 i think?) or just wait for a fix.