How to Allow Apps from Anywhere in Gatekeeper for macOS Catalina, macOS Mojave, MacOS Sierra This is not recommended for most Mac users, only advanced Mac users and developers who have the ability to accurately gauge app validity should use this method, which involves disabling Gatekeeper from the command line, thereby removing the standard Gatekeeper security mechanisms in Mac OS. Despite that, with a little command line intervention you can reveal the third option and regain the ability to open apps that come from anywhere.
You can see this by going to the Security & Privacy preference panel, and under the “General” section you will not find such an option for Gatekeeper app allow settings. To be clear, the “Allow applications downloaded from anywhere” option is hidden by default in Gatekeeper for macOS from Sierra onward. Advanced Mac users may wish to allow a third option, which is the ability to open and allow apps downloaded from anywhere in MacOS Catalina, macOS Sierra, macOS High Sierra, and MacOS Mojave. Gatekeeper in MacOS is now stricter than ever, defaulting to only allow options for apps downloaded from either the App Store or the App Store and identified developers.