Here is a breakdown of what projects don't work on macOS Catalina;
(Not sure why I'm posting as nobody will read this anyway)
What doesn't work on macOS Catalina;
WineBottler & its bundled copy of wine
Wineskin-2.6.2 (original project from doh123)
Winehq releases (Wine Stable/Devel/Staging)
brew cask wine-stable/devel/staging (these are Winehq releases)
What does work on macOS Catalina;
CrossOver-19 and above (paid)
brew tap gcenx/wine && brew cask install wine-crossover (10.15 > 10.15.3 disable SIP, 10.15.4+ nvram boot-arg="no32exec=0")
PortingKit (disable SIP)
Unofficial Wineskin & WS11 Engine (10.15 > 10.15.3 disable SIP, 10.15.4+ nvram boot-arg="no32exec=0")
Phoenicis cx-darwin-x86on64 (10.15 > 10.15.3 disable SIP, 10.15.4+ nvram boot-arg="no32exec=0")
I have provided rough instructions on how to install PKHeX using CrossOver and also provided a prebuilt PKHeX.app built using "Unofficial Wineskin" using WineCX19.0.1, the provided app on the first post won't function on macOS Catalina
Other Alternatives?;
Use a VM software like Parallels Desktop/VMWare Fusion/Virtual Box then install Windows 10 into it and use PKHeX as you please, no you don't need to purchase Windows 10 you can leave it unactivated indefinitely it will just disable customization etc but Windows will function with the watermark.