Canon has quietly released a new version of its EOS Utility. The update restores compatibility with macOS Catalina version 10.15.2 and higher. The issue I reported on January 15, 2020, was created by Apple’s 10.15.2 update. The next update from Apple did not address the connectivity problem.
Tethering restored
Canon’s EOS Utility 3 and the older version 2 are both installed in the Mac’s Applications folder. Version 3 is for current cameras while version 2 covers older models. Below are links to the new version and its instruction manual.
EOS Utility 3.12.1 download
Scroll down to the EOS Utility 3.12.1 for macOS, then click Select.