Have you tried updating the hard drive’s software?
I found this post on the WD forums, which appears to be discussing the same issue with the Passport not unlocking.
I’ve got some good news!
Here’s a link to the WD security download for Mac: https://support.wdc.com/downloads.aspx?p=172#ctl00_WD_rpSoftwareMac_ctl03_lbtnExpand
I can confirm that WD Security is installable AND does work on MacOS Catalina on MacBook Pro (late 2014) models!
Install WD security and run the app. When prompted, plugin your Passport. It will then prompt you to enter your Passport password. From there, you’ll be greeted with options to update your security settings which include options to (1) remove your password, (2) set a new password, (3) add auto-unlock to your computer, and a few other items.
Before updating your security settings, you’ll need to enter your password one more time before saving.
I just did this and my drive works again on Catalina!
That seems to have worked for several people. Maybe download that and report back?