Catherina is a mistake because it is not Spanish; the only correct Spanish form is Catalina.
In some Spanish speaking countries, basically Mexico, some people use the Italian form Caterina, known through saint Katherine of Siena (santa Caterina de Siena), but misspelled as Catherina by English and French influence. So it is possible to find Catherina used by Spanish people, but the form is not Spanish.
About the nicknames or variants of Catalina, the only nicknames that I know are Cati, Catita and Catana. That is not surprising since it is not as popular as the name in English.