Yes, I solved same issue last night after upgrade my gtx970 to rx580 and update to Catalina.
try to set your igpu on bios as primary gpu, then boot to macOs
then you need to use latest WEG and Lilu kext , put them on EFI/clover/others
delete Old WEG and Lilu Kext from Libery/extensions
after that try restart to bios and set gpu to auto on the bios
the rx580 should work
good luck