The latest update for S20 FE can be identified by firmware version G780FXXS3CUE2. Notably, the May security patch for most of the Galaxy phones added several improvements, but there is no such mention in the changelog for the Galaxy S20 FE Indian model.  May 2021 security patch for Samsung phones fixes 3 critical CVEs, 24 high CVEs, and 17 moderate Common Vulnerabilities and Exposures (CVE) for enhanced system protection from different kinds of exploits. So, make sure to install the package as soon as it hits your phone. If you are a Galaxy S20 FE (LTE) user in India, then you might have already received the update. If you haven’t, then manually update your phone by heading to Settings » System updates and then tap on Download and Install.  Samsung has already started rolling out June 2021 security patch which was recently released for Galaxy S20, S20+, and S20 Ultra. So, the Galaxy S20 FE users won’t have not wait much longer to receive the latest security patch. [source]

Samsung Galaxy S20 FE gets May 2021 security update in India - 1