Hello,
KB5036335 is the cumulative update to SQL Server 2019 that includes previous updates and will make improvements to them.
So, you don't need to install CU20. You just need to install the latest cumulative update.
You can download updates from this link:
https://www.catalog.update.microsoft.com/Search.aspx?q=KB5036335
Best Regards,
Hania Lian
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