You should just let the fermentation finish, there's not much you can do to stop it. If you cold crash, you will have to keep the beer near freezing forever, or else you risk it restarting and over carbonating, causing bottle bombs etc.
What made you think it would stop at 1.020? An infection is possible, of course, but it seems likely that you just have a healthy, attenuating yeast that are doing their job. It may have taken the yeast a while to ramp up, particularly if you had a slow start. 1.014 is not an unusually low F.G..