Brand new enclosed trailer hooked to the back of my truck.
All exterior lights work, but the interior lights don't.

I was able to find info using search here that a fuse and/or relay is needed, but no schematic to know which one on a '19 f150. It is seriously dark in there!!

 

Most enclosed trailers unless equipped with a battery system have interior lights that will only work when the TV's headlights/ tail lights are on as they get their power from the tail light circuit. What you are thinking about is the trailer battery charging circuit that will charge the trailer's battery (if equipped) while the truck is running. Im not sure about your truck but with my 2005 F-150 I just had to install the relay into the fuse panel so my truck would charge my travel trailer battery while I was towing it.