These individual packages will not install when clicked on by you, they are all part of the overall update and need to be run in sequence as part of the overall update. So stop trying.
How much free space does your mac have, always keep around 20GBs free at all times.
Get the Standalone Combo Update from here, https://support.apple.com/kb/DL2052?viewlocale=en_US&locale=en_US
once downloaded double-click to install.
When Catalina installs it creates two Macintosh HDs, Macintosh HD -Data which is for the User which is read & write,
and the Macintosh HD which is owned by the System and is Read Only meaning you as the owner cannot add, delete
or modify items within. Therefore you will not be able to delete these updates that are stuck in that Library folder.
The only way to do that would be to connect to another mac and use that mac to delete the files.
Never have your mac set to automatically install updates.
Too often at the moment Apple are releasing updates that contain bugs that can cause problems.
Best to wait a week or so to see if any problems have been found and rectified.
Also you do not want to be in the middle of an important task or project for the mac to
take over and start updating itself which may cause you to lose any changes you have made to your
data.