While syncing photos from macOS Catalina to iOS device you need to take the following into account:
When syncing from the photos app with Finder
1 - Make sure iCloud photos is disabled on the iOS device (it can be enabled on the Mac).
2 - Make sure the photos library is setup as system library.
3 - If you replace libraries on the Mac, setup the new photos library as system library and restart the Mac before attempting to sync or else it will always sync with the previous library (even if that library is deleted from the Mac).
4 - Only photos inside albums or with a specific type (selfies, screenshots, etc) will sync, even if you select "All photos". If the intended photos do no meet these criteria they will not sync (possible bug with 10.15.1). In that case just create a new album on your Mac and add them to it before syncing.
When syncing from a specific folder with Finder
1 - Photos inside folder will appear greyed out, but selecting a specific folder will sync all photos inside that folder.
2 - Folder names will be automatically issued to the album that will be created on your iOS device (e.g. if you sync photos from a folder called "Apple" on your Mac it will create an album called "Apple" on your iOS device).
But the most important is that when performing this type of sync, on your iOS device you will have a new section called "On my Mac" where the synced photos will appear, synced photos will not sync to your iOS albums location. The albums on the "On my Mac" section of your iOS device cannot be deleted directly on that device, instead you need to connect your iOS device to your Mac, manually unselect the desired album and sync once more, thus deleting the selected album from your iOS device.
Hope it helps.