Sorry to hear you're having troubles. This is strange indeed, we could not yet reproduce this problem. Which Unity version are you using?
By "I installed the URP package under Unity's packages folder" I assumed that you mean you have copied the com.esotericsoftware.spine.urp-shaders-4.0-2019.1
directory to the <ProjectName>/Packages
directory, right? You could have a try deleting your Library
directory to force Unity to re-import everything from a clean status.
If that fails, you could try deleting the com.esotericsoftware.spine.urp-shaders-4.0-2019.1
directory from Packages
again and instead installing it via the Unity PackageManager as described here.
If this is also not working, could you please send us your problematic Unity project as a zip package to contact@esotericsoftware.com? Please then briefly mention this forum URL in the email so that we know the context.