Where does the upgrade to macOS Catalina move root "/" directory files?
This took me a long time to figure out, but any file that was formerly at, e.g., /my-cool-directory was moved to /Users/Shared/Relocated Items/Security/my-cool-directory.

I ended up moving the directories by running this command from the terminal:

cd "/Users/Shared/Relocated Items/Security"
sudo mv my-cool-directory ~/
# enter your system password when it asks you


After doing that, my file is then located in my home directory, e.g. ~/my-cool-directory

After a subsequent Mac OS X update, the files may be in /Users/Shared/Previously Relocated Items.