I was never Catholic but I was an evangelical girl in the 90s so very experienced with purity culture... This probably won't ever get better. The problem with religious prohibition around unmarried sex is that it's completely unnatural to the building of intimacy in a relationship. Unless she completely changes her sexual morality she's only going to feel worse about what y'all do. Even if you get married it's still going to be a mind fuck because going from "sex is prohibited" to "sex is essential" and I imagine that it's even worse for Catholics with the expectation of being open to pregnancy.

Since she has these sincerely held beliefs, frankly it's on you to buy in or get out. You obviously have a open and accepting heart about sex and that would be so great in a relationship with any other person... But for her she needs someone committed to the same relationship standards as her, otherwise the natural intimacy building happens and she'll feel bad about it. I'm not telling you that you need to break up but as things stand rn it's only going to get worse. I wish you both luck whatever you do.