You'll need the 10.11.6 Combo Update from here,
Now first of all you're going to want to backup any modified Apple kexts for example AppleHDA or AppleGraphicsPowerManagement as they will be replaced. Just copy them into a folder on your desktop.
Now you can install the 10.11.6 Combo Update. Once it's finished don't restart your machine as the kernel won't boot your system.
From here copy the new kernel you downloaded into /System/Library/Kernels replacing the one that's there.
Now navigate to /System/Library/Caches and delete the folder named com.apple.kext.caches
Now go to /System/Library/PrelinkedKernels and delete the file prelinkedkernel
Once that's done copy the System.kext that came with the kernel and any kexts you backed up and copy them to /System/Library/Extensions/
Now you'll need to repair the permissions of those kexts so open up Terminal and extract the RepairPermissions tool to your desktop and enter the following commands,
sh-3.2# /Users/shaneee/Desktop/RepairPermissions /
kextcache -u /
Installed Operating Systems: Catalina 10.15.4 - Windows 10 Pro (Insider)
CPU: Ryzen 5 3600 Motherboard: MSI MPG X570 Gaming Plus RAM: 16GB DDR4 3200MHz Graphics: ASUS ROG Strix RX560
HDD: 960 EVO 500GB - MX500 250GB - 2TB Seagate - 640GB WDC - 500GB WDC LAN: RTL8111 Sound: HDMI
Other: USB Bluetooth - USB Wireless Mouse and Keyboard Bootloader: OpenCore