Hello, trooshoo!
I'm sorry for the late reply and your inconvenience ><
I just checked the forum and unfortunately, Ren'Py is incompatible with Catalina 10.15 (it leads to crashes). This has something to do with the developer's tech and the only current solution I found is:
Copy the folder to Applications & open it from there.
If this doesn't work, I'm sorry to say I can't provide you with any other solution aside from using different PC/use windows Q_Q
xoxo,
SweetChiel