The latest macOS Catalina (10.15) has several issues with Adobe Photoshop and Lightroom Classic, including “tether does not detect Nikon cameras” issue:
Tether does not detect Nikon cameras: Lightroom is not able to detect Nikon cameras when the camera is turned ON after invoking the “Start Tether Capture…” command.
Workaround: First, make sure the camera is turned ON. Then, select File > Tethered Capture > Start Tether Capture. We are working with Nikon to correct this problem.
Via PetaPixel