Here are some succinct instructions the same person sent me which might be of use for such a page. Obviously presented without having tested myself!
sudo spctl --master-disable
1) Grant Full Disk Access in System Preferences->Security->Privacy (as suggested previously)
2) Launch Sage from the command line in the executable's installed directory. In a terminal window:
./sage -n
3) The executable should "patch" or rewrite all of the required paths to match their actual locations in your particular Catalina install.
After that, it should open a Jupyter tab in Safari.
4) When you see the Jupyter tab in Safari:
click the Quit button. This will stop the Jupyter Server, but that's ok.
5) Launch Sage using Applications->SageMath-9.0.