Language Input Selection Dialog shortcut
Welcome to Ask Different. 

You could enable/set keyboard shortcuts for changing input sources. Go to System Preferences > Keyboard > Shortcuts settings, and in the left pane select Input sources. Then just enable the two command shortcuts for changing input sources. I've attached an image of what the settings looks like below. You can enable and/or change the shortcut to your liking. 



When I use the shortcut, the input sources dialog box shows as long as you hold down the shortcut keys (see image below). 



I'm doing all of this on macOS Mojave, but I think this works in Catalina too. Hope this helps!