For over 2 decades, the Yukon Denali has been the vehicle of choice for special law enforcement units in Kuwait and much of the Middle East, including close protection. I can’t think of another vehicle that is “abused” as much as these.
They’re loaded with all sorts of equipment, including heavy wrap-around push bars front and rear that are custom made for them out of steel, and a ton of gear in the cargo area with four heavily armed occupants whenever they are used. Countless full throttle runs on and off in heavy traffic, heavy braking, driving on and off curbs, driving on shoulders at highway speeds where rumble strips are one foot apart and an inch deep, extended idling for hours, towing, desert heat, dust and high sulfur gasoline. They’re basically used hard and put away wet and they do extremely well.
As far as engine oil is concerned, 20W-50 was the default standard by dealerships until about 2014, at which point they switched to 5W-30. To this day, ACDelco 5W-30 (Dexos1) remains the most popular option. For fleet vehicles in severe service, 5W-40 is the go-to, although I am not sure what brand.
If you look at the 2020 Middle East Tahoe/Suburban/Yukon/Denali manual, this is what you see under Recommended Fluids and Lubricants:
When you go to page 278:
So we go to Selecting the Right Engine Oil on the next page:
Although available to buy, there is no mention of 0W-20 anywhere. Fullsize GM trucks are extremely popular here, and many folks I know actually run 15W-40 with no ill effects and zero issues well past the 200,000 km (125,000 mile) mark. They change oil frequently, usually after a 25% drop in the OLM, and replace the oil and air filter with the oil when it zeros out.
Make of it what you will, but if it were my truck where you are, I would probably run Pennzoil Platinum Euro L 5W-30 or Mobil 1 ESP 5W-30 and follow the OLM.
Also worth mentioning, from my own personal experience back in California, running Pennzoil Platinum Euro L 5W-30 in an '18 Yukon XL with an L83 5.3L, it was quieter and smoother. No difference in gas mileage compared to 0W-20 factory fill, still averaging 20 MPG combined on Shell V-Power 93.