The way that an adventuring day in fifth edition Dungeons and Dragons is designed, is around a high number of combat encounters meant to tax the resources of the player characters. However, most people who play the game don't conform to the recommended number of combats, because combat takes longer and often does not involve as much roleplay. So, here are some ways to tax your players resources without using combats.
A little used feature, for a few reasons. First, if a PC ever reaches 6 levels of exhaustion, they die, which is extreme. Second, long resting only reduces an exhaustion level by one, which makes it very difficult to return to normal once you've begun to accrue points of exhaustion. If you are going to use exhaustion more often, I would suggest making it easier to reduce points, either by taking off points with short rests as well as long, or by eliminating all points of exhaustion with a long rest. But, if you like playing RAW, it's still reasonable to drop one point of exhaustion on your party every now and then. All it does is make ability checks disadvantaged, which makes it harder to spot traps, hide, basically checks that can normally be taken for granted become more tense. One point is eliminated at the end of the adventuring day when the party rests, and no lasting harm is done. Adventuring is tiring, it takes a ton of energy to be on your feet and moving all day let alone fighting, so it is not strange to be exhausted every now and then.
Puzzles without Solutions
Often when a DM designs puzzles and challenges they first think up a roadblock of some kind for the players to come across, and then add a way for the players to overcome that roadblock. For instance, a heavy locked door but there's a key hidden under a flagstone in the room. Instead, when designing puzzles and challenges, simply don't design the solution. The beauty of this game is that the players can do anything. This is especially true for casters, who can use magic to warp the world around them. This also gives reason and opportunity for spellcasters to learn and prepare spells that aren't designed to do damage, because they can be used in situations that would otherwise be hopeless. And, the bonus of forcing players to think outside the box is that they will naturally burn abilities and spell slots they have access to in order to progress.
Thick Enemies and Retreating
Simply using enemies of higher CRs to compensate for less combat can often work, but you may run into the issue of using an enemy or spell that deals damage too quickly. Higher CR enemies tend to not just deal large amounts of damage, but they can do it with a single attack, which risks a shocking, accidental, or untimely PC death. To get around this, you can try using enemies that have many hit points but don't deal too much damage to elongate combat and give you a way to form a more personal connection to the enemy, since they'll be around long enough to roleplay with the characters. Another thing to try with combat is to have enemies retreat and recuperate, splitting up combats with additional puzzles or skill challenges so that the players have that sense of urgency from an unfinished combat without having a single combat feel like a long slog.
Players form bonds to the people that populate your world, that's a fact. They may care more for other PCs, but NPCs further the plot, have bonds to PCs, provide help and support, and most importantly they can die. Which means, instead of having traps or tragedies directly effect the party, you can hurt or threaten the NPCs the players care about. It doesn't necessarily mean that they all have to die, but it does mean forcing players into situations where they must either burn resources like potions, scrolls or spells to save NPCs, or let the characters they care about get hurt or killed.
This is a pretty broad category, but is no less valuable for being so. The idea of a red herring is to use clues and words that point in the wrong direction, so that PCs spend time and resources to achieve something that doesn't matter, or is actually way easier than they expected. Before explaining further, it's important to emphasize that using red herrings too often or for plot points that are too important may become frustrating for your players, so just be careful. Also, this will make your players more warry of the information you give them, which could be a good thing or a bad thing depending on how you want your game to go. An example of using a red herring on a small scale would be having the players spot an ambush up ahead, and either divert and take a longer, more difficult path, or prepare themselves for combat, only for the ambush to be led by a friendly NPC who doesn't attack them at all. On a grander scale, you can set up a BBEG as a terrifying, intimidating creature, only to find out that creature is the pawn of someone or something that the NPCs have run into before. If done properly, a red herring can be an exciting and tense twist.
There are a multitude of ways to challenge your players in DnD. By exploring those options and seeking new ways to get your players to think and problem solve, you can help even out the difficulty of an adventuring day.