The simplest way would be to create an Excel workbook you can use as a mailmerge data source and configure your document for a label merge. The Excel workbook would have a heading in A1 (e.g. 'Label'), 20 in B1 and, in A2 & below, the formula:
=CHAR(INT((ROW()-2)/10000+B$1)+64)&TEXT(MOD(ROW()-2,10000),"0000")
This will start A2 at T0000. Copy the formula down to at least row 10001, to complete the 'T' series. You can continue copying down for the 'U' series, etc., if you want. Alternatively, once you've finished creating the 'T' series labels, you can change the 20 in B1 to 21, and so on.
Although the numbering series in Excel starts at T0000, you can tell the mailmerge to start from a different record. For example, to start at T2119, you'd tell the mailmerge to start from record 2120. For the mailmerge label basics, see:
https://support.office.com/en-us/art...8-2e8dcf271252