You can't do 2019 and 2020 "together ". You have to do each year separately. You can only mail prior year returns. For 2019 you need to buy the 2019 Desktop program. For 2020 you can buy the Desktop program or use the online version.
Sounds like you did buy a program for each year. If you do 2019 first you can transfer it into 2020 to start. If you have a 2018 tax file you might be able to transfer it into 2019 to start 2019.
