Hi ed3206,
Thank you for using Apple Support Communities. I understand you're having difficulties updating your MacBook Pro from 10.15.4 to 10.15.5. I'd be happy to assist.
Before we continue further do you have a backup? If not that's alright. It's always recommended to have a backup before troubleshooting potential issues. If you'd like to make a backup here is a great resource: Back up your Mac with Time Machine
After you have created a backup I'd recommend taking a look at this resource related to updating your Mac: How to update the software on your Mac
If you are receiving an error message while updating feel free to post that message so we can help you further.
Kind regards.