Katherine uses the phone given to her by The Protagonist to warn him of a disturbing car parked in front of the school in Canon Place. Priya and the recruiting agent from the beginning did not trust the Protagonist and prefer to fill the time rift by killing Katherine despite the promise made. The Protagonist reproaches them and kills them with a bullet each assuring that it is up to him to save the world.
Mission Accomplished

Katherine leaves with her son, her son who will help back the protagonist later and in the past (my own theory alongside with some other people).