Hello,
I missed type the dns. The actual dns that I used was mongodb://@192.168.20.1:27017,192.168.20.2:27017,192.168.20.3:27017/?replicaSet=rs0&authSource=admin&appName=mongosh+1.4.1 for replica set

mongodb://@192.168.20.X:27017/?directConnection=true&serverSelectionTimeoutMS=2000&appName=mongosh+1.4.1&authMechanism=DEFAULT for separate connection.