Mail is Unable to Open a URL Since upgrading to macOS 10.15, the mail app is no longer able to open a message by its URL.

For instance, the URL message:%3CCAEkAa-anCn=ZE21kpFw-oKaXEVsGE0SuuNtyUT8qyZndoPMuaQ@mail.gmail.com%3E which launched the corresponding message is now causing Mail app to show the following message:

The operation couldn’t be completed. (MCMailErrorDomain error 1030.)

Mail was unable to open the URL “message:%3CCAEkAa-anCn=ZE21kpFw-oKaXEVsGE0SuuNtyUT8qyZndoPMuaQ@mail.gmail.com%3E”.
According to your error message it looks like a Mail plugin incompatibility. One or more plugins are not fully compatible with macOS 10.15 Catalina, yet. Did you install GPGMail.mailbundle or additional mail plugins? If so, 


Completely shut down Mail.app
Navigate to ~/Library/Mail/Bundles
Move GPGMail.mailbundle to your desktop
Restart Mail  and try again