How to set up App Shortcuts for Music.app in Catalina?
I have just verified this feature actually does still work but you aren't using it properly, there is no need for the -&gt; syntax, I am unsure where this comes from but I have never seen that used.

The correct way to create this shortcut is as shown below:


Open System Preferences.app
Navigate to 'Keyboard'
Select 'Shortcuts'
Choose 'App Shortcuts'
Add a shortcut using the + button.
Choose the app 'Music'
Set the menu title to the text name of the menu title 'as Songs' ignoring where in the menu bar it is.
Set a shortcut by clicking the field, then pressing the keys.
Finalise by clicking 'Add'.


You can verify this has worked as the shortcut will be shown in the menu

How it should look: 



  Note: It is not possible to distinguish between identically named menu items in the same application.