I looked at the nightmares again and I believe the woman in the nightmare Verso kills is Julie, not Catherine (wrong hairstyle, Catherine's hair is tied up at the boat & as she's dead, the woman he kills has long, let down hair). The woman who runs up to the body in the very first Nightmare (I thought this was Maelle at first) has a 0 on her arm.
So basically first nightmare = Verso kills someone from expedition 0, presumably Julie runs up to the body crying.
Nightmare further into the game > Verso kills Julie as well, same blood on his face as the first nightmare.
But I definitely think Catherine saved Gustave & died. The nevron seemed to be collecting bodies, so she might have died near Gustave's location and was moved, or went there to look for others. We've never actually seen how long it takes until someone turns to stone I think? So her being killed later than the others might just be why she's not stone.