Where is Catarina being held during the years Frankie believes her to be dead in the novel, Thirteen Doorways, Wolves Behind Them All?

Catarina is being held in Dunning, which is a mental asylum in Chicago. According to Catarina, Gaspare had chosen to leave her because he was in love with Ada, and then he manipulated the situation so that she was interred in the asylum. Catarina is not, however, a reliable source of information.