NoMachine cannot access the file system on Catalina. It's therefore not possible to select a file and complete operations like file transfer, opening a NoMachine connection file or a session recording file, saving logs, loading the private key for authenticating and so on.

No workaround is available.

In order to use the private key, however, it's possible to bypass the problem and specify manually the path to the key in the connection file (.nxs):

<option key="Private key" value="" />