leap year determination macOS 10.15.4 and Calendar.app 11.0 display February 2020 with 28 days, indicating 2020 is not a leap year. Here's a screenshot, showing January and February 2020; note that February 29 is greyed in the February space, indicating that 29 is not a February day:



On the other hand, the month display shows a 29-day February:



Many online sources say 2020 is indeed a leap year. For example, this Microsoft page contains this procedure for determining leap years:


  How to determine whether a year is a leap year
  
  To determine whether a year is a leap year, follow these steps:
  
  
    
    If the year is evenly divisible by 4, go to step 2. Otherwise, go to step 5.
    If the year is evenly divisible by 100, go to step 3. Otherwise, go to step 4.
    If the year is evenly divisible by 400, go to step 4. Otherwise, go to step 5.
    The year is a leap year (it has 366 days).
    The year is not a leap year (it has 365 days).
    
  


Applying this, 2020 is determined to be a leap year, and would have a 29-day February. 

Who's right? Maybe this is just a bug in the year calendar display.
This is a very easy mistake to make when bold text, dim text collide with a reasonable assumption about something as familiar as a calendar. We train ourselves to expect Sunday first or Monday first. 

In this case the solution is to get a screen shot and review the actual data, not what we think we are seeing. I say we since I’ve been in the same situation as OP. 

In the images, it’s clear that February 29 was drawn and that there’s no leap year error on Catalina here in the Gregorian calendar setting.