A few more details that I've managed to suss out. The Data volume is mounted on /System/Volumes/Data. Currently, there are 21 firm links into it. They are enumerated in /usr/share/firmlinks (included below).
On my older High Sierra box, /usr/X11 is a symlink to /opt/X11. Catalina ships with /usr/X11 symlinked to ../private/var/select/X11. So it should still be possible to get X11 to work.