I'm using Unity 2019.4.10f1 and have just updated the AR Core unity package to version 1.20 since there was a bug using instant preview with the last version 1.19.
Anyhow, instant preview now works on my app, however the Depth API never initializes (meaning DepthSource.Initialized never changes to true). I also tried the the Hello AR scene and the option to turn on depth api is greyed out there.
I think I read about instant preview not supporting depth api yet in the limitations section of the instant preview guide, however I can't find any reference to it now, so I was wondering if this was still the case, or if I'm missing something else.