The command line install for xcode-select may not work on Catalina. You can install these manually via download from the Apple Developer portal: Sign In - Apple. You will need to use your appleID to access this and then determine which version of the "Command Line Tools for Xcode" you should use with Catalina - you probably need an earlier version that would be compatible with Catalina - up to 11.5 may work.
If you are using the Tidal automated install method - you may be able to skip the xcode-select install if you have git installed. You can test this via: