Move your glove to where the ball is going to be thrown so you catch it.

Hit triangle or whatever the top button is on Xbox to throw to second base..
T
hen it’ll go into a weird slow motion where you move the right stick and aim it at the target which will be at second base. Then hit R2 or RT to throw the ball.

A couple other moments have RTTS setting for defence. All you need to do in those ones is aim towards the target with the right stick and hit R2 to throw. But when you play catcher you need to catch it, then throw to second, then hit the throw.

Again, you can probably change it somewhere as well under the “mode specific” settings.