Did you end up getting Nix installed on a fresh install of Catalina?
It looks like this is the solution for /nix.
To create a /run for nix-darwin — assuming you’re looking to use it — seems that the following is the right thing:
printf 'run\tprivate/var/run\n' | sudo tee -a /etc/synthetic.conf
Followed by a reboot. Use man synthetic.conf for more info.