System Preferences freezes when I go to "Security & Privacy"
First, try booting Safe Mode. This allows your Mac to check itself for issues. The way to do this is reboot and press Shift.

If that doesn't work, try running First Aid in Disk Utility.

If that doesn't work, try reinstalling macOS from the Recovery partition.

What do you mean by migrating? You can just install macOS Catalina on the USB drive and then use Migration Assistant to transfer data from your Mac to the USB with macOS Catalina. Since you are running macOS Mojave, you will need to first install macOS Mojave on the USB. Then, you can update to Catalina.

Good luck!