I have the same problem that I usually can't mount my Synology NAS in Catalina via the Finder sidebar. After restarting the computer or after a forced restart of the Finder, it works at first, then later does not work anymore. However, I have had the same problem with Mohave 10.14.x. The problem does not occur with multiple computers that have older systems installed. The problem is also independent of the protocol used, whether AFP or SMB, regardless of the SMB version used. For example, connections initiated by Carbon Copy Cloner (CCC) always work without problems.
I can confirm that the Cemento workaround works. Additionally I would like to point out that you can also create a folder containing alias files of the shares from the desktop or the /Volumes folder, so that not too much space is wasted in the sidebar if you have a long list of shares. My folder is called "Servers" and contains all my required shares. This always works and is a good replacement for the network bonjour functionality of the sidebar, which does not work in the Finder after a certain time. The Finder's built-in network display in the sidebar is disabled, so I don't always click on it anymore out of habit. I hope that with Big Sur Apple will finally take care of this problem, which has existed for a long time with various NAS and server solutions. Or is the main focus of Big Sur only on "cosmetics" and making the operating system look iOS-like? I hope not.
Another possibility I found is a software from the macOS App-Store called "AutoMounter". It always works fine and is handy if you have a lot of shares, so that the sidebar is not always too full. Optionally you can also use AutoMounter to set up shares to be mounted automatically. They will mount again immediately if you disconnect them by mistake. This software is an all-in-one solution for me.