I am afraid the Jira numbers cannot be shown in the related work item section
of VS2019. This feature is intergrated with azured devop. The field related work item section
can only show the work items in your azure devops project.
If you want to link the code commit to a jira issue. You can use the the Git Integration for Jira Cloud app, or Azure Git Listener for Jira app to connect your azure repo to your Jira cloud. Then you just need to include jira issue numbers in your commit comment. You can check this thread for more information.
If you want manage jira issues from VS 2019 you can check out Atlassian Connector for Visual Studio.
You can also check out the official extension Jira and Bitbucket for VSCode.
You can also try syncing your Jira issue with azure devops. Please check out the detailed steps here. Then you will be able to view the work items in the related work item section
field of VS2019, but these work items are synced to azure devops from Jira, they are not the originAL Jira issue from Jira cloud
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