macOS 10.15 Catalina requires MovieRecorder 4.3 and M|Replay 2.1.
The issue happens with "QuickTime Classic" destinations in MovieRecorder, so if you use either QuickTime None or Segmented, or MXF, it should still work fine.
But if you try to record to a Classic destination, with a version before 4.3, you will see the following warning:
QuickTime Destination: Error: Failed generating header (Unexpected XPC error)
!! Be aware that Catalina will show the error only for the first recording, not for the next recordings and it will show as if it is recording, so do NOT ignore that warning.
Please use version 4.3 or later to fix the issue.
About MovieRecorder 3
Unfortunately, as the recording engine has been reworked a lot in MovieRecorder 4, we can not port the changes to MovieRecorder 3. So MovieRecorder 3 will not be compatible with Catalina (at least not for QuickTime Classic destinations).
M|Replay versions 2.0.x will also fail to create the QuickTime files (these are QuickTime Classic files that we create), so please use version 2.1 or later.