I already have a copy of the marriage certificate. It indicates that Catherine's father is Henry James. I also have a copy of the ship's manifest for Catherine and Annie immigrating to the US, which indicates they are sisters. Both the 1920 and 1930 US census' indicate that they are sisters.
My problem with researching her is that most of the initial information my grandmother gave me was bogus. She told me that Catherine and Edward were her mom and dad (which they were in a sense since they raised her ... but not biologically.) She told me that her name was Nancy Monica. It wasn't until I found information on Edward about 10 years ago, that I figured out that he couldn't have been her biological father because he was in the States and no where near England when Annie was born.
Only on her death bed was my aunt able to get some "real" information from her but my scepticism still is strong. Unfortunately, there seems to be some secrets that my grandmother took to her grave, and it has been very difficult to research as a consequence. My grandmother eventually said her dad was Lloyd but Catherine's marriage certificate says her dad is Henry. So far I haven't been able to locate either woman's birth certificate. I was hoping someone would offer another direction to take, since I am dependant on the internet for research ... going to England for hands on research isn't in my near future, at this point :)