How to delete kexts in Catalina?
1. Check for System Integrity Protection (SIP)
Open Terminal and type
csrutil status 

if it says
System Integrity Protection status: enabled. 

continue to step 2. Else, skip to step 3.
2. Defeat SIP by Rebooting into macOS Recovery mode

Turn off Mac; turn back on while hodling ⌘ and R.
Open Terminal from the Utilities menu.
Type csrutil disable
Reboot (reboot)

3. Unload, then delete kext
In Terminal,

Unload Extension

sudo kextunload /System/Library/Extensions/AppleThunderboltNHI.kext 


Delete Extension

sudo mount -rw / # mount root as RW
sudo rm -rf /System/Library/Extensions/AppleThunderboltNHI.kext 

4. Re-enable SIP (if turned off)
Follow the steps for 2. except type csrutil enable on step 2.3.