From what you have described it is most likely a faulty Wi-Fi IC. It was a common problem on the iPhone 6s but I have yet to see one on the SE 2020.
I doubt it had anything to do with you changing the screen. I would let a reputable repair shop look at it in case it has a short on another line that is causing the problem but it is unlikely.
If it is a faulty Wi-Fi IC it will be an expansive repair. I would consider returning the phone for a refund if you can.