External drive as start up disk doesn't work
I've installed macOS Catalina on an external disk and it works. Now I want to use it as start up disk. When I try to do that I get the error: The security settings don't allow that this Mac is being used as an external drive". Then it says I have to reboot my Mac and press Cmd-R to go to the Disk Utility program. When I do this it seems that nothing happened. What do I do to get it to work?
MacBook Air 13″, macOS 10.15