Sharing Mac internet connection from wifi to Iphone USB not working (Mac OS Catalina)
sorry for the short answer but simply, your interface for iPhone USB is not there. To add it back, Go to Network Preferences and then click the Lock icon and enter your password. Then, click the "Plus" icon at the bottom. This will present you with a few choices. See if you can choose iPhone USB.

If that doesn't work, then open Finder and see if the device is recognized. If it is recognized, then that means that you might have a problem with the charging cable or something like that.

The best options would be to update to the latest iOS and macOS on your devices and then try using another charging cable from Apple. You can also use Safe Boot to check your Mac for issues. See this for more on Safe Boot: https://support.apple.com/en-us/HT201262

Good luck!