Hello,
I have VMware Horizon Client v 4.10 installed on my MacBook Air having macOS Catalina v10.15.3. I was able to use VMware to successfully connect to my work desktop. However, since the last 3 days I am getting the error - Couldn't connect to server.
I have always been using a wired connection to my Mac and have tried installing multiple versions of VMware Horizon Client but I still get the same error.
I would highly appreciate if anyone can help me resolve this issue at the earliest.
Given the COVID-19 situation, we have been asked to work from home and I am not able to do so. 
Regards,
Mangesh.
@Mango77
I was working with an employee at my company today who was getting the same error. In researching for a solution I came across your question but couldn't find a solution.
Are you able to ping the name of the connection server?
If so, I'd try running a malwarebytes for mac scan. After trying everything, I finally decided to just try it, and after a few minutes the scan was finished and it found 40 or so items that were recommended for removal. After quarantining them, it instantly started working again - no "couldn't connect to server" error anymore 
Hopefully this works for you !