Caldigit TS3 Plus, Ethernet slot always showing cable unplugged, my OS Catalina
I had a similar problem. I'm not sure the cause for the issue, but I agree that it seems to be related to the Catalina update. I can provide what worked for me, but I can't really explain why it worked -- I honestly can't even be sure that this was the cause for things to start working again. Given this, if I should move what I wrote to be a comment under the OP's question, then please let me know, or feel free to go ahead and do so.
I managed to get things working again by removing the Thunderbolt bridge and Thunderbolt ethernet slot(s) from the Network settings. I then installed the support driver (found here: https://archive.caldigit.com/KB/index.asp?KBID=179&amp;viewlocale=1 ) It says that it's the Ethernet driver, but the part that I needed was the Support driver; in fact, the Ethernet driver install failed several times for reasons that are unclear to me. Once I got the USB Hub Support file installed, and I rebooted, the network preferences gave the option of a Thunderbolt Ethernet Slot, which I installed and it seems to work.
I recall that there was a Thunderbolt bridge before, but it doesn't seem to be needed now, so I wonder if something that was added/changed with the last OS update is the culprit. I will have to leave this those with more expertise than I have.
Good luck