Ok. So downgrading to 3.2.3 as @Hannah says and making sure PsychoPy has access to input monitoring does not fix the problem for me. So as far as I can tell there is no way for me to run PsychoPy experiments on this machine with Catalina. I’ve not yet tried going back to even earlier versions of PsychoPy.
EDIT: This does work if you downgrade to 3.2.3 if you also go into Settings > Security & Privacy > Privacy > Input Monitoring and remove PsychoPy3 then let it add itself back again.