Language Input Selection Dialog shortcut
Welcome to Ask Different.
You could enable/set keyboard shortcuts for changing input sources. Go to System Preferences
> Keyboard
> Shortcuts
settings, and in the left pane select Input sources
. Then just enable the two command shortcuts for changing input sources. I've attached an image of what the settings looks like below. You can enable and/or change the shortcut to your liking.
When I use the shortcut, the input sources dialog box shows as long as you hold down the shortcut keys (see image below).
I'm doing all of this on macOS Mojave, but I think this works in Catalina too. Hope this helps!