Problems using Anaconda in macOS Catalina
The problems observed are related to the new system policy for user owned "system folders" like Documents, Desktop etc.
Here is a related syslog entry me trying to execute or open some script/file in $USER/Documents/ with Spyder/iPython:
Sandbox: python(2233) System Policy: deny(1) file-read-data /Users/admin/Documents
Violation: System Policy: deny(1) file-read-data /Users/admin/Documents
Process: python [2233]
Path: /Users/admin/opt/anaconda3/python.app/Contents/MacOS/python
Load Address: 0x103cbc000
Identifier: com.continuum.python
Version: ??? (???)
Code Type: x86_64 (Native)
Parent Process: bash [2232]
Responsible: /bin/sh [/Users/admin/opt/anaconda3/Anaconda-Navigator.app/Contents/MacOS/run.sh]
User ID: 501
I had no problems to execute scripts in subfolders of Documents though.
One may add an executable to System Preferences > Security & Privacy > Privacy > Full disk access (see this q&a), but since too many execs may be involved, it's much simpler to create a new folder (e.g Development, Dev, Anaconda-Dev etc.) in your user folder and move your dev files & folders in there. The permission errors should disappear afterwards.