I have the same. Every day. I've done a lot of searching, and some people think that certain external monitors might be "the issue"--which I use. It didn't seem to be an issue before Catalina though.
Hmm, same for me perhaps. New MBP 16 and Catalina connected to a external monitor via USB-C (a HP Z27 4K UHD).
If I leave it to sleep for a long duration, then it panics when waking from sleep and just black screens for a good few minutes, then turns on the fans full blast for like 2 seconds and reboots.
I've taken to just shutting down completely when finishing work and not letting sleep.
I have the same monitor and connect over usb-c with a 2018 13' MBP running 10.15.4. I have not experienced any such issue, even though Catalina broke several other things.
In my case, if I use the usb-c port of the monitor to connect the ethernet adaptor, it works for a few minutes and then drops all the packets. This was never an issue before Catalina or with a windows machine.
Another weird issue that I have with this monitor and Mac OS (not only Catalina) is related to the Microsoft sculpt ergonomic keyboard receiver, when plugged to one of the USB ports of the monitor. If I unplug a the MBP and connect a windows machine to the monitor, when I connect the MBP again, there is a >50% chance the receiver will not be recognised. Plugging and unplugging does not work. I have to do a restart of the MBP.
The above make it very annoying when I have to switch laptops. Sometimes I have to work on 3 machines at the same time, which by coincidence run 3 different operating systems (Win 10, ubuntu and mac). The reason I got this monitor is mostly for the build in hub. If it worked properly, I would just plug everything on the monitor and I would only need to plug the usb-C to the laptop and be ready to go.
Sometimes it does work and I feel like I am in the future, using a dock that can support every device, with just one universal cable. Now I often have to plug and plug things directly at the laptops.
One last thing for people who might consider a similar set up. Due to USB limitations, if you plug any storage device on the monitor and the monitor is at 4k@60Hz, you are limited to USB2 speeds.
Same here on my late 2013 15". Other than a few weird moments back in the 10.9 days when I tried installing Xcode on an external drive, it's run like a champ, upgrades and all. I was nervous about putting Mojave on it, but it's run surprisingly well, albeit a bit slow, although that's expected at this stage of the game.
The same can't be said for the machine it replaced, which began life on 10.5 but was brought to its knees by the combination of an 8600M GT and the 10.7 upgrade.
Right now, I'm waiting until things settle down - because COVID 19 - before pulling the trigger on a 13" Pro.
If I leave it to sleep for a long duration, then it panics when waking from sleep and just black screens for a good few minutes, then turns on the fans full blast for like 2 seconds and reboots.
I've taken to just shutting down completely when finishing work and not letting sleep.