I use the brew gdb(s) and i work on Catalina too.
/usr/local/Cellar/gdb/8.0.1/bin/gdb
/usr/local/Cellar/gdb/10.1/bin/gdb
brew install gdb
I haven't try to use them directly in command line.
But the 8.0.1 and 10.1 works with Codelite.
With Codeblocks the gdb path seem to be correct, the only problem come from the terminal execution.
With XCode it's work but i don't know witch gdb is set.
I'm not motivate to test VCode because i have to create manually all the configuration file.
tasks.json (compiler build settings)
launch.json (debugger settings)
c_cpp_properties.json (compiler path and IntelliSense settings)