MacBook Air 13" 2017 loses connection while downloading Catalina

It may be a matter of too many devices using your internet connection at the same time. Try downloading overnight when there is less activity on your internet connection. Don't use anything that cuts into your internet speed such as streaming music or videos or surfing the internet while you are downloading Catalina. You could also try connecting to your router using a wired Ethernet cable.

Do yourself a favor and make a Time Machine backup of your Mojave system before installing Catalina, so you will be able to restore to Mojave if you have to.