when I try to upload 10.15.5 a Security issue arises

If you are running any version of Catalina prior to 10.15.6, then I suggest that you Download and Install macOS Catalina 10.15.6 Combo Update. If you continue to get the error message, please tell us exactly, what you were doing when the error appeared.

Where are you trying to upload it? What security issue arose?

Please read Writing an effective Apple Support Communities question. We are here to help. We are all users. We are not mind-readers nor clairvoyants. We only know what you write down and tell us. Be specific and thorough. Try to write clearly. Think about what you want to say before you write it down, then re-read it to see if it makes sense. We need the following at a minimum:

• What specific product model do you have? Avoid just saying, "iPhone or Mac," because that doesn't describe it uniquely.
• Tell us the version of iOS or Mac OS that you have installed on your machine.
• Provide a short but complete summary of your question, problem, or issue. (No complaints, please.)
• Give us all the details of your question, problem, or issue. Make your descriptions clear and precise but don't be wordy. Like Joe Friday used to say, "Just the facts." Be sure you provide any other details that we should know.
• Detail what you have tried, so far, to solve your problem even if it's "nothing."
• Provide images/snapshots appropriate to your descriptions. Pictures are worth 1,000 words.

Note: If English is not your native language, please let us know. Perhaps you would be better served by posting in your native language. If you do, then understand that getting a reply may take more time. Most of the helpers are native English speakers but some of us are bi- or multi-lingual. Unfortunately, English is my only language. I am able to use translators if I know what your native language is. However, I will be slower in responding.

Are you located in Canada? I do not get the same result you posted when clicking on that same link. Are you using Safari or some other browser? If the latter, then try it again using Safari. On my system here is the URL for the link:

https://support.apple.com/kb/DL2048?locale=en_US