Finder Preferences -> Sidebar

Fustbariclation wrote:

The finder sidebar is missing a few items: the home directory, documents, music, pictures and movies.

I do have my user account on a separate drive, but, surely, this has been a normal thing to do for a very long time.

So what changed to precipatate this new behavior(?)

this would be a clue as to how to proceed forward to resolve your issue...

If you just update to Catalina verify your software is up to date—ie 10.15.3 If you stair stepped your way up using the delta update, try reinstalling the combo update on top of your existinh 10.15.3:

Combo update macOS 10.15.3 https://support.apple.com/kb/DL2030

From Recovery you can also try reinstalling the entire macOS on top of your existing macOS:

How to reinstall macOS from macOS Recovery: https://support.apple.com/en-us/HT204904

It seems quite odd to have your entire user moved to an external drive—this may well be added complication using the new Cataliana. About the read-only system volume in macOS Catalina

Possibly a corrupt plist. Another less drastic attempt may be to delete the Finder plist and let it rebuild:

delete the com.apple.finder.plist Found here Finder>Go>Go to Folder, copy and paste:

~/Library/Preferences/com.apple.finder.plist

Relaunch your Finder from the >Finder>Force Quit>Finder>Relaunch

Did you try dragging the desired directories to the sidebar?

I think the Preferences selection logic simply expects these directories to be anchored off MacintoshHD/Users/

You could try 'Make alias' to put symbolic links in MacintoshHD/Users/ to point to your separate drive. Then retry the Preferences settings.