September 2020
Same issue, and this work around didn't resolve. Seems to be unable to download the installer to begin with, so it never gets to the point where it's trying to install.
January 2021
it wont let me put my password in?
January 2021
May 2021
I tried the accepted solution, but I'm not getting the third option in system preferences.
May 2021
Apple has lots of helpful support pages for users not familiar with macOS intricacies, this will help you understand Gatekeeper and how to bypass an un-notarised/unidentified app - https://support.apple.com/en-gb/HT202491
July 2021
Thanks, this worked for me