Where is the link for this security update?

That would be Security Update 2022-001 Catalina?

Apple ceased posting a downloadable files for system software some time ago. You should find this update in System Preferences > Software Update.

See About background updates in macOS which includes security updates.

LYNXIS wrote:

That method wants me to upgrade to a newer OS instead of just the latest security update for Catalina.

There should be the word "More…" underneath the upgrade notice. If you click it it should point to the Catalina updates.

Do your computer this that dialabrain references:

There are two "More Info..." links when SUs and thing slike saari updaates are available.

It is not uncommon for the update to take a wee while to appear, although I agree it ought to have manifested by now.

Sayd272

Sayd272