what thunderbolt cable do I need in order to connect a MacBook Air 2012 to a MacBook Air 2020

You can use an Apple Thunderbolt 3 (USB-C) to Thunderbolt 2 adapter, and a Apple Thunderbolt Cable. The Thunderbolt 3 end of the adapter goes into the new MacBook Air, the the Thunderbolt cable goes into the remaining side of the adapter and into the older MacBook Air.

https://www.apple.com/uk/shop/product/MMEL2ZM/A/thunderbolt-3-usb-c-to-thunderbolt-2-adapter?fnode=cb0de0b892b76b55e7f78f23e1468ba9222cb753978d92f031743f2cc76c831a383ad44ba11eaeff884f321cd281170036488d0d96bdb7732de0b5a55e68eeb392ffb9d8b114dd638265cfb1217e303074de164498fda563c22c551a106871bf

https://www.apple.com/uk/shop/product/MD861ZM/A/apple-thunderbolt-cable-2m-white?fnode=940ffcbc847f674906fda502f5ede11dd808643190bbd5fa1ac63165b80c7a413851c70f613fe05cbdedd518a3c2dd80b9a38be534da41d7ac70627e6646ff59d72c83f46332370e0ae860aff2f7365899e49e7f54056bede7332748bcb02fa4