Error when updating Catalina from 10.15.4 to 10.15.6

I think you need this, Download and Install macOS Catalina 10.15.6 Combo Update, in order to update from 15.4 to 15.6. You downloaded the wrong updater.

Please repair your drive before installing:

Repair the Drive for El Capitan or Later

1. Restart the computer. Immediately, at or before the chime, hold down the Command and R keys until the Apple logo and progress bar appear. Wait until the Utility Menu appears.
2. Select Disk Utility and press the Continue button.
3. Then select the indented (usually, Macintosh HD) volume entry from the side list. 
4. Click on the First Aid button in the toolbar and wait for the Done button to activate. Click on it, then quit Disk Utility.
5. Select Restart from the Apple menu.