Hi and welcome to the forums!
We’re tracking this issue here for which we have a PR on the works that will add notarization to Etcher for macOS Catalina.
I was having trouble getting this to work on Catalina but this worked for me.
I wanted to post the specific terminal command which worked for me since I wasn’t sure what the “…” meant.
In terminal put: sudo “/Applications/balenaEtcher.app/Contents/MacOS/balenaEtcher”