Tested with 4.4.0-rc.0,and create PodMonitor in a user namespace, Prometheus can discover/register the target, example
create PodMonitor under namespace load
********************
global:
  evaluation_interval: 30s
  scrape_interval: 30s
  external_labels:
    prometheus: openshift-user-workload-monitoring/user-workload
    prometheus_replica: prometheus-user-workload-0
rule_files:
- /etc/prometheus/rules/prometheus-user-workload-rulefiles-0/*.yaml
scrape_configs:
- job_name: load/prometheus-example-app/0
  honor_labels: false
  honor_timestamps: false
  kubernetes_sd_configs:
  - role: pod
    namespaces:
      names:
      - load
  scrape_interval: 30s
  relabel_configs:
  - action: keep
    source_labels:
    - __meta_kubernetes_pod_label_app
    regex: prometheus-example-app
  - action: keep
    source_labels:
    - __meta_kubernetes_pod_container_port_name
    regex: web
  - source_labels:
    - __meta_kubernetes_namespace
    target_label: namespace
  - source_labels:
    - __meta_kubernetes_pod_container_name
    target_label: container
  - source_labels:
    - __meta_kubernetes_pod_name
    target_label: pod
  - target_label: job
    replacement: load/prometheus-example-app
  - target_label: endpoint
    replacement: web
  - target_label: namespace
    replacement: load
alerting:
  alert_relabel_configs:
  - action: labeldrop
    regex: prometheus_replica
  alertmanagers:
  - path_prefix: /
    scheme: https
    tls_config:
      insecure_skip_verify: false
      ca_file: /etc/prometheus/configmaps/serving-certs-ca-bundle/service-ca.crt
      server_name: alertmanager-main.openshift-monitoring.svc
    kubernetes_sd_configs:
    - role: endpoints
      namespaces:
        names:
        - openshift-monitoring
    bearer_token_file: /var/run/secrets/kubernetes.io/serviceaccount/token
    api_version: v2
    relabel_configs:
    - action: keep
      source_labels:
      - __meta_kubernetes_service_name
      regex: alertmanager-main
    - action: keep
      source_labels:
      - __meta_kubernetes_endpoint_port_name
      regex: web
**************************

Since the problem described in this bug report should be
resolved in a recent advisory, it has been closed with a
resolution of ERRATA.

For information on the advisory, and where to find the updated
files, follow the link below.

If the solution does not work for you, open a new bug report.

https://access.redhat.com/errata/RHBA-2020:0581