Supporting Our Coast Guard Members Act of 2019 This bill revises several provisions regarding U.S. Coast Guard personnel programs. Specifically, the bill provides authority for active duty and reserve Coast Guard officers to request to be excluded from consideration by a selection board for promotion, temporary promotion authority for Coast Guard officers in certain grades with critical skills, and authority for a program under which members of the Coast Guard may be temporarily inactivated from active service for no more than three years to meet personal or professional needs. The Department of Homeland Security must (1) establish a database to record all training performed by members of the Coast Guard that may be applicable to employment in the civilian sector, and (2) make the training information available to state employment agencies and other potential employers.