If the Korg nanoKontrol2 midi controller is not working with Catalina, you will need to take a couple more steps outlined on Korg's website to update it.
What Gear do I need?
Troubleshooting Sunday Guitar
My instrument/controller isn't connecting
My Song-Specific Patch is Different from the Demo
Customizing Your Song-Specific Patch
Sunday Keys Version 2
Using the Tonic Pad Player
Getting Started with Sunday Keys for MainStage
Troubleshooting Sunday Keys for Ableton
Getting started with Sunday Keys for Ableton