In Chapter 6 we have the first mention of...

The Mysteries of Udolpho (by Anne Radcliffe)

which Catherine has read s far as the black veil.

(The following is from my recollection of Udolpho, read some time ago. I do this to try to place how far Catherine has progressed in what is a very long novel.)
The room with the black veil is in the Castle Udolpho, which means Emily (the heroine) has already

1. met her hero Valancourt
2. suffered her father’s, as well as her mother’s, death;
3. suffered the imperious domination of her aunt, including separation from Valancourt;
4. suffered her aunt’s marriage to the evil Montoni;
5. suffered transplantation to Venice, where she narrowly escapes ravishment by Montoni’s friend Count Morano;
6. and suffered transport of herself and her aunt with Montoni to the remote mountain Castle Udolpho, where Emily is placed in a room with a doorway to a staircase than can only be locked from outside her room.
7. Oh, yes, Emily has found her way into an unused room containing an alcove covered by a black veil. While Emily looks behind the veil, readers only learn what she has seen at the very end of the book. On her next visit to the room with the veil, she finds the door has been locked.

• Castle of Wolfenbach
• Clermont
• Mysterious Warnings
• Necromancer of the Black Forest
• Midnight Bell
• Orphan of the Rhine
• Horrid Mysteries