With the Catalina update (10.15) macOS got a new security feature called notarization. Please see [Solved] PSA: Beware Mac Catalina update - #3 by admin and here on how to solve this.
But since 2 of 3 XModules already work for you, I assume you already followed these instructions for two XModules, but missed the third one? If so, then doing the same steps for the XFile XModule should fix the issue.