Kenneth,
i experienced the same problem since installing Catalina and could solve it with following actions:
The maximum size of files you can send as a mail attachement is determined by your mail provider. If it is less than 20MB then you have to adapt the default minimum size parameter for maildrop. By default it is set to 20MB. You can verify that in the Terminal app.
Start Terminal, and enter: defaults read com.apple.mail minSizeKB
This will return the set value.
If you want to change that to e.g; 10 MB then enter: defaults write com.apple.mail minSizeKB 10000
It may also help to compress the file or folder you want to send. You can do that by creating a zip file (contol+select the file and chose compress).
Also in Mail>Preferences>Accounts deselect the option to use maildrop for that account. Doing this will generate a selection window asking if you want to use Maildrop, when the file exeeds the max allowed by your provider.
You can then select the Maildrop option.
Finally close mail and log-out from iCloud, then log-in to iCloud again and start the Mail app.
These actions solved the problem on my system.
Hope this helps.