This is an issue for SOME new Macs running on the new OS. Try the following:
Working around Mac security requirements
The following two methods may help get a plugin running on macOS Catalina. If the first doesn't work, try the second.
1. In your DAW, hit <Cancel> to the message, then open System Preferences/Security & Privacy, you should see the plugin mentioned at the bottom. Click 'Allow Anyway' to enable it.
2. Open Terminal. Type the following three commands, hitting <return> in between.
sudo spctl --master-disable
auval -a
sudo spctl --master-enable