@donnam: Can you confirm if you're using the Galaxy Wearables app to connect to your phone? If not, please download it from the Google Play Store or Galaxy Store, open the app, click on Start Your Journey and follow the on screen instructions to complete the connection.
If you have the Wearables app installed then please check for any available updates for your S20 and Galaxy Watch Active 2. On the phone itself, go to Settings > Software Updates, and for the Active 2, please open the Galaxy Wearables app and go to About Watch > Update Watch Software > Update Now. Now, restart your watch by pressing and holding the Home/Power key and tapping 'Power Off', then press and hold the Home/Power key to power the device back on. Restart your phone in the same manner, then navigate to the Galaxy Wearables app to check the connection status. You may wish to unpair the watch at this stage, if applicable, and go through the connection process once more. If the problem persists, press and hold the Volume Down and Power buttons together for around 10 seconds until your phone restarts.