] Are you saying that Catherine guesses here that Henry is falling for her? I think she was very taken aback and very pleased by the obvious warmth and admiration his remarks implied, but I don't know that Catherine has any idea of his falling in love with her...

You put an uncompromising question. If you mean that Catherine says to herself in so many words, "I've definitely landed my catch, and he will propose not later than the next Thursday", the answer is No. But she certainly feels Henry's sympathetic interest, that warmth and admiration. A heart speaks to a heart, "deep calleth unto deep", with that elusive something (JA is precise in her word choice, as usual).