During the first installation of Kaspersky Endpoint Security 11 for Mac on macOS Catalina you will need to allow full disk access and grant permissions on installing system extensions:

1. When you get a full disk access request, click Open Security & Privacy.  

2. Open the lock to make changes, if it is closed. Select the checkbox for kav.

3. In the window with the system extensions installation request, click Open Security & Privacy.

4. Open the lock to make changes, if it is closed. Click Allow.

The installation will complete normally.

When installing Kaspersky Endpoint Security 11 for Mac remotely via Kaspersky Security Center, disable the checking of system extensions:

1. Restart your computer in Recovery mode. Hold down Command+R while the system is starting up.
2. Go to Utilities → Terminal and enter the following command:

spctl kext-consent disable

3. Restart the system.
4. Check the status by entering the following command in Terminal:

spctl kext-consent status

If the settings have been configured correctly, you will see the status DISABLED.

5. Install Kaspersky Endpoint Security 11 for Mac
6. When you get a full disk access request, click Details.  

7. Click Open Security & Privacy and select the checkbox for kav.

Kaspersky Endpoint Security 11 for Mac will be installed correctly.