That last quote seems to show she gets what he is doing.

The other two are ambivalent. She's not SURE whether she can venture to laugh can be taken to mean either (1) she is not sure it is polite to laugh at the foibles of others (2) she's not quite sure if he is joking.

And--

] "How can you," said Catherine, laughing, "be so--" She had almost said "strange."

This may mean she doesn't quite get his personality. But then, it is obvious she likes it.