I guess you have used the dosdude1 patcher app to install Catalina?
Have the brightness keys worked since you updated to Catalina?
How long ago did you patch your system?
Did you try a reinstall of Catalina?
I put all the info of another macbook on this one via migration assistant, catalina was already installed but the brightness keys did not work before I transferred the data.
migration assistant would not affect a patched install, but probably worthwhile to reload a patched Catalina install.
This should help you - http://dosdude1.com/catalina/
I think that some external displays respond to the brightness controls and some do not. It probably depends on how the display is connected, what software is running on the computer, and what firmware the monitor is using.