Am running Catalina 15.1 w/ Malwarebytes (latest version), and was signed on as a beta tester for Crossover up to the release of Crossover 19. Am also using Watchtower Library (latest) as my only Windows application with Crossover 19.
Crossover will install correctly with Catalina 15.1 on my Mac with Malwarebytes. I've personally experienced no issues downloading nor installing with Malwarebytes. Crossover, once installed, will recognize Watchtower Library if perhaps you know how to choose the correct WTLibrarySetUp.exe file from the WTLIB17E icon in your open Finder window. Be sure to write 'Watchtower Library (latest)' as your default program, not an earlier version of Watchtower Library.
The only known issues I've personally encountered with the library not working correctly are within the library itself. There are several 'dead' links that are supposed to open certain articles, specifically, the library's 'Insight Vols. 1 & 2' that randomly cause the Watchtower Library to shut down unexpectedly. Some of the it-1 and it-2 (Insight Vols 1 & 2) links work. Others do not. It is possible to reopen the Watchtower Library from within the open Crossover window and continue working.
It may be that until Wine 5.0 is released we may not see a fully functional Crossover 19 & Watchtower Library. At this time, my only workaround is to use a hardcopy of the it-1 and it-2 articles and hand--copy/type the desired reference articles.