Illustrator won't install

I've just updated my iMac to Catalina - was running Yosemite.

I've downloaded the installer for the latest versions of Illustrator and Photoshop, but when I double click on the installer (for both applications) nothing happens. I've redownloaded the installers and still get the same result - litterally nothing happens.

I've been right through all the suggested fixes on the Adobe website - uninstalled my old Creative Cloud and installed the new one - again it wouldn't do it using the installer and I had to use the direct download.

Any ideas??  - got lots of work to get on with an getting a bit desperate - 2am where I am, so I'm giving up and going to bed, so please excuse the lack of responses, thanks etc from me for the next 7 hours or so.  I'll come back to this afresh and ready to try anything that gets suggested.

I should perhaps also add that I uninstalled the AVG antivirus software incase that was stopping it run, and I downloaded both apps with Safari which is my default browser.  I also have Opera and Google Chrome.