Form 1099R Alright plan does not exist anymore. Fidelity is the new investment for my pension plan. Do we change this and how to eliminate Alright?

IF an Alright 1099-R transferred in empty form your 2019 tax file,

You should be able to just go into the 1099-R entry area on the Wages&Income page and delete that old form  from the 1099-R table.  then just add in the new Fidelity one.