So, After doing the above, nothing in Self Service would install.
Stuck at "Executing"
Turns out, The JamfAgent was being quarantined by our Anti Virus Solution (DELL ATP)
So, if you see this occurring, you now know the fix!
I would have thought that maybe Jamf would have mentioned this, as on further investigation, jamf seems to be aware of this??
So I just got done working with Jamf on this one. If you are using a self signed certificate for your distribution point you need to update the HTTPS Distribution Point SSL Certificate to contain a SAN which is now required on macOS 10.15.+. They should be able to use the case notes from my closed ticket to help you.