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Also, there are some unusual nicknames to Katherine, like Terry, Karri, etc. I absolutely don't understand why so many people hate nicknames(
Have you considered Margaret/Margot? Diana? Marianne/Marion?
My top recommendatoon: Marianne/Marianna
If you dislike nicknames, it can easily go without them. If you love nicknames, Marianne has options beyond Mary and Anne. Rianne/Rianna, Mira, Annemarie, Rennie/Renny, Remy.
If you use Marion, there's Romy, Riona, Mona (Marianne has a closer vibe to Katherine and Alexandra, though).

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P.S. I know this was NOT helpful.