Hello LordServer,
I understand since updating your Mac to macOS Catalina you’ve been experiencing randomly disconnects between your Mac and your wireless headphones. I know how important it is for your devices to work in tandem, and I'm happy to help you out with this.
First, I recommend taking a look at the following support article: Resolve Wi-Fi and Bluetooth issues caused by wireless interference. This will help you rule wireless interference as the culprit. After you've checked that out, disconnect any external devices or hard drives you have connected to your Mac, and then reset the SMC and NVRAM. You can view steps on how to reset those in these support articles:
How to reset the System Management Controller (SMC) on your Mac
Reset NVRAM or PRAM on your Mac
Test out your headphones with your Mac to see if the issue persists. Respond back if you need continued help with this.
Thanks for using Apple Support Communities.
Take care!