Create firmware partition for macOS to be installed
possible that I'm wrong, but even if it works, Apple does not provide this mode of operation and when it makes a major update.  It checks the compatibility of the material.  But in your configuration, you do not have an internal disk.  So no firmware at the place where Apple is looking for it.
Possible that if you put a disk and you do your update on the ssd, it could work. (if Catalina is supported of your mac ...)