As far as I am aware, her wider family were not Catholic which would suggest that Catherine would have had to have converted to Catholicism before being accepted as a postulant.
On the Archivists advice I then contacted the Sister of Mercy archive in Birmingham. The Archivist was most helpful.

Recently, I thought I would complete the story and sent for Catherine's death certificate. Sadly she died of 'exhaustion after a 3 month period of mania' and 4 days of convulsions, a sad end to a pretty extraordinary life.

It is sad that many of these ladies, such as the Sisters of Mercy, stories will never be known as they have no direct ancestors to research them. I am so glad I followed Catherine's story through and thought I would share with any other distant cousins out there who may be related to her and for any other researchers out there that may have come across a lady in similar circumstance, I can only recommend contacting the Archives. Not only have I learnt so much about Catherine and the history of the Sisters of Mercy, I also have a beautiful copy of Catherines entry onto the SSJE register.

I hope that sharing this information will help keep Catherine's story alive.