Pre-Warping is not working on bilinear transform
is it possible to have a digital filter with a sampling frequency of 44.410kHz and a Fc = 20kHz?

Yes it is possible... .
I use MIM (Magnitude Invariance Method) for this. Here's plot showing 2nd order LPF responses for fc=20kHz-25kHz (1kHz step) @ 44.kHz sampling:

MIM method works well for even lower sample rate implementations but, there are also issues not sorted out yet.
Here's Matlab implementation of the MIM and PIM (Phase Invariance Method) method.