The SAP Cloud Platform is exactly where you will have to go. Same as the other cloud-environments like IBM Cloud or Azure, it is the space that SAP has reserved in their server park for facilitating Mendix Business Server (MBS) to run on the only database type SAP supports, HANA. You will not (yet) find SAP HANA in the dropdown options in Mendix Studio Pro → Project → Setting → Configuration → Database → Type since SAP HANA has no local variant (yet). So I think it is likely that Studio Pro is not yet equipped for locally assigning HANA as the database type. Best ask this to support.mendix.com, they might know if this is something that is on the backlog.