Apple fixed a number of issues with the latest update, but there are still a number of macOS 10.15.5 problems that you need to be aware of.

Some of the macOS Catalina problems carry over from older releases, while others are new to macOS 10.15.5, and at least one is a major issue that you should pay attention to if you rely on bootable backups.
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https://www.gottabemobile.com/macos-catalina-problems-5-things-to-know/