I have tried everything specified in the link and it still does not work, instead with EOS Utility it works correctly, so the cable and camera are fine. I have tested with 2 EOS 5D Mark III cameras (Firmware 1.3.6), 2 MacBook Pro 15 "and MacBook Pro 16" laptops, both with macOS Catalina 10.15.5 and the Lightroom Classic 9.3 version and in none of the combinations has it camera recognized.
Before, you didn't have EOS Utility installed. I have installed it precisely to see if it recognized me with that program.
I have also tried on an iMac with the latest version of iOS, but the previous version of Lightroom (not the latest) and the same thing happens. I have also tried another simpler cable, not specific to Thetering and the same, EOS Utility recognizes this but LR does not.
A week ago everything was working perfectly for me. Could it be from the cable? That LR needs a special cable and that the one I have for tethering has been damaged? But it seems strange to me that EOS Utility recognizes me with both cables.