Wasn't she totally BS'ing Truman? I mean, she shows up with mud on her face, with her mountain man getup on, even though she's been back for quite a while as Tojimura-san. She was jerking his chain.
But it's a good unsolved mystery because, though Catherine never says it outright, we can guess that since she knew Ben planned to burn the mill, she suspected Ben might try to get rid of her, too, and always planned to meet up with Andrew when that day arrived.
Andrew and Catherine both knew about Josie & Thomas trying to kill him all along (re: ep. 21 & 23), so why wouldn't Cathy think Josie would try to get in on the insurance?