OpenMage 20.01 - what version of Magento and Supee

the Tag 20.0.1 on the OpenMage LTS repository contains the commits

for Supee 11346 https://github.com/OpenMage/magento-lts/commit/e8f43773d69fe1cf6fed5e85b45c1b8332423ec5

and for the update to 1.9.4.5 https://github.com/OpenMage/magento-lts/commit/16dc8f76f1f6bbbaf18005e88ae08df218d60aac

so this is likely a false positive.

Do you find out what they check from the access log?

There may be the possibility, that you have rewrites, or overwrites in app/code/local or your theme, which make the latest patch/release useless.