I have the same problem, after installing Kaspersky 2 days ago. (first time for me to put a program like this on a Mac) What works for me is the following, after opening the lid, the screen says grey, but when I press the space bar a couple of times, I feel my watch unlocking my MacBook. After some time (duration is different every time) my MacBook comes to life. Annoying, but workable. I use a MacBook Air (mid 2013), macOS Catalina (10.15.3), watch series 5 (watchOS 6.1.3) and KIS (20.0.0.829b)