Impossible to Delete Catalina Installers
If you cannot delete it normally, you can either attempt to find what file is keeping it from being deleted or just delete it from macOS Recovery.
To check for an open file that's in the Trash, from Terminal:
lsof | grep '.Trash'


Or macOS Recovery:
From macOS, running normally, open Terminal and execute the following compound command to reboot to macOS Recovery:
sudo nvram &quot;recovery-boot-mode=unused&quot;; sleep 2; sudo reboot

In macOS Recovery, open Terminal from the Utilities menu and run the following commands:
find /Volumes -maxdepth 4 -type d -name '.Trash'

On my system it returned:
/Volumes/Macintosh HD/Users/me/.Trash
/Volumes/Macintosh HD - Data/Users/me/.Trash

Then change directory to your .Trash directory, either one if two are listed for the target user, delete the .app application bundle, and reboot:
cd '/Volumes/Macintosh HD/Users/me/.Trash'
rm -r *.app
reboot


Or from Terminal in macOS Recovery you can simply run the following compound command and it will delete all .Trash directories and reboot. The .Trash directories will be recreated automatically when logging into your account.
find /Volumes -maxdepth 4 -type d -name '.Trash' -exec rm -r '{}' \; 2&gt;/dev/null; reboot