I just replaced the CAF on my 2020 CT5 (base 2.0L 4 cylinder). The filter is behind the glove box. Usually, you can find a YouTube video for ANYTHING, but I found nothing for the CAF on a CT5, but in general, most of the Cadillac videos I found mentioned the behind-the-glovebox location as a likely spot for most late model Cadillacs.
It was a little tedious, but not too daunting. After emptying the glovebox, you can drop it down enough to access the CAF location by gently squeezing each side of the glovebox inward to disengage the lugs on each side that limit the opening travel, so you can drop the door down a few extra inches to access the air box that houses the CAF. You may have to do one side at a time. Be patient, it's easy to apply too much pressure to plastic. In the videos I could find, they mention undoing the cable on the right side that dampens the opening speed of the glovebox. But for whatever reason, I couldn't get it undone, so I just left it attached.
Once you've got the glovebox door open as far as it will go, the CAF access panel is visible. It's a rectangular panel about 1.5 inches high and about 9.5 inches wide. On the right side are two "ears" that you have to squeeze together (vertically) to unlock the access panel. It's a snug fit, but unless you have huge hands it's not too daunting. Once its unlocked pull the right side outward,(towards you) and then slide the door to the right to undo the locating tab on the left side to remove the door.
Once the door is off, removing the old filter is very easy. It slides right out, and you can insert the new one by sliding it into the opening. The air flow orientation arrows should go from top to bottom. I went with the Purolator One filter impregnated with carbon for odor control.
Re-install the door in reverse order by inserting the tab on the left side back into the air box, and gently press the right side in until the "ears" lock back into place. On mine, I found I had to get the bottom side started before trying to get the top side set.
Sorry I didn't take any pictures or videos, but by trial and error, I got it done. May have spent 45 -60 minutes tops getting it done. Good luck