Announcing messages thru your AirPods

That did not answer his question...

I believe he is referring to the Announce Messages with Siri on AirPods feature that was promised and not yet delivered.

I know where that setting should be but it cannot be found anywhere on my iPhone 11 Pro Max (iOS 13.1)

Hello,

If your AirPods are connected, whatever sounds would play on the phone, should play through your AirPods:

Connect and use your AirPods

Go to Settings > Messages & Settings > Notifications and make changes then test again. Note that you can send messages to yourself for testing purposes.

Also, note that if the phone is unlocked, you may not get a sound, just a vibration.

Good luck.