I get
Running `brew update --auto-update`...
Error: Because of the limitation of build system, there is no cask support for Catalina(10.15) and earlier, please build from Homebrew formula.
from the command brew upgrade. How should I proceed?
If I understand correctly (which I'm not sure I do), some of the packages I have installed do not support cask any longer. If so, I would identify those packages, remove them, and install the corresponding formulae (if available), but I don't know which packages are causing this error.
Edit: brew doctor doesn't say anything about the above problem.
I had the same problem. Googling brought me to your post, as well as this line in railwaycat/homebrew-emacsmacport.
brew tapincluded it in the list.brew untap railwaycat/emacsmacportfixed it for me. I hope it does for you!
I made a GitHub issue for the problem.