The catalina pid file is not created even though CATALINA_PID has been set. I am executing "catalina.sh start". This worked for me on the previous version 8.5.37.
You can use the catalina.sh from 8.5.36 as a workaround until the next 8.5.x release in a few weeks. *** This bug has been marked as a duplicate of bug 63041 ***