I've tried to delete the Catalina installer twice - and both instances have become stuck in Trash.
Trying to empty Trash via GUI results in 'operation can't be completed because item is in use` errors. Same thing when I reboot into safe mode and try to empty Trash again.
sudo rm -rf ~filename
gives 'operation not permitted' and then 'directory not empty` errors
ls -laO
show no flags set for the files. So no impediment there.
I've also tried the third-party deletion tool Trash It! on it's most aggressive setting to no success.

This is what the two files look like in Trash. I've never seen those icons before. I'd say it was something installer related but the Big Sur installer deleted without issue. I'm not sure what steps to take next.