Unable to install macOS Catalina Supplemental Update

When I try to install the macOS Catalina Supplemental Update I get this:

2019-10-16 08:39:35-06 iMac-Home SoftwareUpdateNotificationManager[702]: SUOSUServiceDaemon: Error reading /var/folders/rr/j2jk3pvd2b7d7xn_9lvw6jg40000gn/C/com.apple.OSUpdate.SUOSUServiceDaemon.state: Error Domain=NSCocoaErrorDomain Code=260 "The file “com.apple.OSUpdate.SUOSUServiceDaemon.state” couldn’t be opened because there is no such file." UserInfo={NSFilePath=/var/folders/rr/j2jk3pvd2b7d7xn_9lvw6jg40000gn/C/com.apple.OSUpdate.SUOSUServiceDaemon.state, NSUnderlyingError=0x7ff01d61b710 {Error Domain=NSPOSIXErrorDomain Code=2 "No such file or directory"}}

I have deleted the update and downloaded again, tried installing in safe mode and reinstalling Catalina. Nothing I have tried has resolve the issue.

Any one have any ideas on how to fix the problem?.

Thanks in advance