On the new macOS Catalina, Apple has finally removed terminal access to the “Documents” and the “Download” folder for security purposes. As a result, when you download an installation file from this website (into Documents or Downloads”) and try to execute the respective install_fortran.command file, it will not execute correctly. To solve this issue, please copy the installation files into another folder of yours, e.g. create a folder “Programming” in your home directory. If you install fortran from there, installation (and uninstallation) should run smoothly.
The same is true when compiling, building and executing Fortran (.f90) files. You can not do this within your Documents or Download folder anymore. Please copy your source files to another folder, again e.g. create a folder “Programming” in your home directory. There, running your Fortran programs should work.
There are some fixed for this issue on the internet. Yet, they involve changing access privileges to your hard drive, which I can not recommend at this point. If anyone still has problems with this or some solution suggestions, please open a thread on the forum.