Download Security Update 2021-004 for Catalina

Right after the 2021-004 update for Catalina came out I did have this issue as well. Are you using caching server?

I wish Apple would get their timing synced better so that I didn't end up reloading pages like this https://support.apple.com/kb/DL2078?locale=en_US in the hopes of downloading a DMG/PKG of the update installer. When an update is out for iOS or Big Sur I generally expect something for the lesser OSes in a few days... or weeks... it would just be nice if Apple could use a little of their wealth to provide equitable support (e.g. same day release of updates, since those generally have patches to security vulnerabilities that may now be more easily discovered and exploited) to those of us not able to enjoy their latest releases on autoupdate for whatever reason. Enterprise manageable functionality and customizations to my environment's requirements are just getting harder. 

Here is the URL to download all macOS security update release by apple.

https://support.apple.com/downloads/macos

hope this helps

Thanks for the link. But it does not show the latest Catalina security update released on July 21st 2021.

You should wait till apple make it available for download at this site.

It’s available today 

As I told you, You need to wait till Apple Make it available in https://support.apple.com/downloads/macos

Finally, 2021-004 for Catalina is available for download:

https://support.apple.com/kb/DL2079?viewlocale=en_US&locale=en_US