Hi all,
If you have tried all these things and things still don't work then you may find my experience helpful.
Upon upgrading my Macbook Pro (2012) to Catalina, I found I couldn't gain any access to the internet on Safari or use anything that required the internet, such as Mail, Skype etc... I too had a Wifi connection but no internet access. When Safari was opened, it showed an error message saying the page couldn't be displayed and that it couldn't authorise the content. I tried all methods previously mentioned and spent hours talking to Apple support and our IT department, who couldn't figure it out.
After a bit of my own digging, I found that a common problem that occurs with Macs after a Software updates is that 3rd party anti-virus software can interfere with things like internet connection. I found that my old Intego - ContentBarrier software (which I don't even use anymore, but haven't uninstalled yet) was blocking access to the internet after the upgrade to Catalina. Once I opened on the app, it asked me authorise Internet access, which restored full function of Safari and other apps. This needs to be done every time I connect to a new Wifi/turn my Mac on, I presume until I uninstall the ContentBarrier app.
I hope this helps!