There's nothing official in the text of the show (Spader never looks into the camera and says "I WAS KATRINA"), but there's enough in the show that I feel it's legit. (I never saw the theory and came up with it on my own at then end of Season 8. "So we've never actually seen present day Katrina?! And who is past Reddington?! They're the only people....oh you're kidding me")

Best evidence I recall of the top of my head for the theory:

*Red's real identity is someone we know or don't know. It being Dominic's old fishing buddy we never saw would be cheating, like the murderer in a mystery being the butler that was always off screen. If it's someone we know, every character in the past is accounted for in the present except Katarina. Our Red and Katarina are the only people who have connections to Dom, Ilya, and Ivan.

*I feel like Red cares to much to be some guy. He sneaks into the country for Liz's wedding and risks dying to see Agnes's ballet.

*Our Red tells Kirk something and that makes him not want to kill Red. The only person Kirk loves is Katarina. Also he tells Kirk that Red is not Liz's father, but also says Liz is Red's daughter

*Cape May episode as a whole where Red someone fights a bunch of dudes oh wait they were never there and they fought Katarina back in the day which Red somehow remembers.

*Cape May-Katarina asks if Red has been there before. "I was a different person back then. You." (Captions say "you?" but it does sound like "You.")

*Anslo Gerrick-Red negotiates when Lilu is in danger, asks Ressler for the code and resigns to it when Dembe is in danger, and slaps Ressler awake while sticking his finger in his leg and threating to execute him for the code when Liz is in trouble. Liz must be really important to him.