Security update 2020-003 will not update my Mojave 10.14.6
Security update 2020-003 will not update on my iMac Mojave 10.14.6
iMac 27″, macOS 10.14
Try the standalone download from here,
https://support.apple.com/kb/DL2042?viewlocale=en_US&locale=en_US
once downloaded double-click to install.
Whenever downloading updates from Apples servers is best to use a wired connection to your router
rather than WiFi. Don't use your mac while it is downloading and don't use any other devices that share
the same internet connection the downloading.