You can go to the Apple Menu > About This Mac > System Report > Software > Extensions to get a list of all of your kernel extensions. Sort the list by "Obtained from". Look for "Unknown" and "Identified developer". And maybe focus on those that say "Notarized = No".
This isn't going to explicitly show you which ones trigger those dialog messages. But 3rd party kernel extension is something that is going to give you trouble in the future, assuming it isn't already causing problems.
Apple isn't going to force them out in the next Catalina update. They still work, they are just deprecated. The notice is there to encourage you to contact the developer. Unfortunately, Apple has deprecated these kinds of things several times in the past. Usually, Apple announced the deprecation to developers only. Then, nine years later, Apple removes support for the old software. People suddenly complain because their software and hardware doesn't work anymore. So, since developers have proven that they won't listen to Apple, Apple is hoping that they will listen to their own customers. And, if nothing else, Apple is giving those customers its own warning that their software isn't going to work in the future.
Unfortunately, there is no definitive link between kernel extensions and apps. Many apps share popular open-source kernel extensions. If you post screen shots and output from System Information here in Apple Support Communities, then we will help you track down those apps. Essentially, we are that diagnostic tool.