It depends upon your model but you may have not received the bootrom update if you updated from Mojave to Catalina with a non-Apple drive installed. I would love to get a list of drives that people were able to update the bootrom with that are NVME. I suspect those drives have two temperature sensors SSD A Sensor and SSD B Sensor. If someone could get me a list of drives they suspect upgrade the bootrom then I could buy a few and check it using Apple Service Diagnostics to see if they trigger any issues. I can then test to see that the bootrom gets updated properly as well. Then we can complete the list of drives here with those that allow bootrom updating.
Thanks everyone!
She had Mojave on the original Apple SSD (well, Samsung drive) that came with the laptop, so the bootrom got updated properly. I then installed Catalina on the new NVMe Sabrent drive. All working fine.