Deleted Files not going to Trash, Catalina
Sometimes the invisible user trash folder in your home folder gets the wrong permissions set (for unclear reason).

Usually the trash can looks like this viewed in Terminal/ls -la

drwx------   3 user  staff     96 23 Nov 19:13 .Trash


I had several similar incidents and the folder looks like this then:

d---------   3 -     -         96 23 Nov 19:13 .Trash


To get back the normal behaviour open the Terminal in /Applications/Utilities and enter:

ls -la ~/


to get a list of the content of your user folder (the .Trash should be listed as well). Execute the typed command by hitting the return key. Check the content of the folder whether it really is your folder.

To remove the broken trash folder enter:

sudo rm -d ~/.Trash


You have to have an account with admin prvileges to execute a sudo command.

Exit the shell by entering exit and quit Terminal.

In the Finder simply create a new folder and move it to the trash. This will create a new .Trash folder with proper privs and move the new folder made previously to the trash can.