The output of rustup target list --toolchain nightly does not contain x86_64-apple-ios-macabi, even though it is in src/librustc_target on the Rust master branch.
How do I build for Mac Catalyst / x86_64-apple-ios-macabi?
The x86_64-apple-ios-macabi target is available on the nightly (5c5b8afd8 2019-11-16) compiler. Just because a target is available does not mean that the standard library and friends are compiled or available to rustup:
% rustc +nightly --print target-list | grep macabi
x86_64-apple-ios-macabi
Rust has a tier system (which is the subject of a proposed RFC). This target is so new it's not even listed on the tier list, but it's undoubtedly going to be tier 3. Tier 2.5 says (emphasis mine):
Tier 2.5 platforms can be thought of as "guaranteed to build", but without builds available through rustup
In the meantime, you will need to build your own libcore / libstd from source. I don't have the time nor ability to actually test that the compilation works, but something like these choices are the general starting path:
The unstable -Z build-std flag can be used to build the standard library:
% cargo +nightly build -Z build-std --target x86_64-apple-ios-macabi
Building the standard library can be done using the xargo tool.
% rustup override set nightly
info: using existing install for 'nightly-x86_64-apple-darwin'
info: override toolchain for '/private/tmp/example' set to 'nightly-x86_64-apple-darwin'
nightly-x86_64-apple-darwin unchanged - rustc 1.41.0-nightly (5c5b8afd8 2019-11-16)
% cat > Xargo.toml
[target.x86_64-apple-ios-macabi.dependencies.std]
# features = ["jemalloc"] # Whatever is appropriate
% xargo build --target x86_64-apple-ios-macabi
# Iterate until libcore and libstd compile and work for your platform