So you said he "catches the ball just outside the GL". If he catches the ball the ball it is dead right there. I'm a little confused by your explanation though because your last sentence you said he never controlled it. If he never controlled it then he didn't catch it because it takes control to have a catch, well, rules-wise a recovery, since by rule you can't catch a ball that has hit the ground so recovery is the correct term. Now I will cover some scenarios and maybe one will fit what happened.
I'm going to assume that the receiving team players were not anywhere near the ball and didn't touch it because if they did it will change things. I'm going with they did not touch it.
1. If the kicking team player touches the ball at the 3 the official will drop a bean bag at that spot but the ball is still live. The ball is never in control of the kicking team. The ball then touches the ground in the end zone. It is dead when it hits the ground and the ball will be placed at the 20 yardline.
2. The kicking team player touches the ball at the 3 and again the official drops his bean bag at that spot. The ball is the recovered / controlled just outside the GL. The ball is now dead just outside the GL. The ball will be placed at the 3 yardline where it was illegally touched. 1st and 15 for the receiving team at that spot.