It seems that Codecov cannot open and generate coverage report from .gcda files and generates incomplete .gcov files when using gcc 9. The coverage report that is uploaded is not complete and only includes report on 3 files. Here is a part of the output from running bash <(curl -s https://codecov.io/bash):
For all .gcda I get:
./name/of/the/file.gcda:cannot open data file, assuming not executed
Codecov successfully creates complete .gcov files and report when using gcc 7 in the same repository.