Her Wikipedia article begins, "Katheryn of Berain (Welsh: Catrin o Ferain) (born 1540 or 1541; died 27 August 1591), sometimes called Mam Cymru ("mother of Wales"), was a Welsh noblewoman noted for her four marriages and her extensive network of descendants and relations.” The article states she had four marriages, the first three of which produced children.
The article then states, "She is sometimes referred to as Katheryn Tudor, her father being Tudor ap Robert Vychan and her mother Jane Velville. Her maternal grandfather Sir Roland de Velville (1474 – 25 June 1535), is said to have been a natural son of King Henry VII of England by a Breton lady. Katheryn, who is said to have been a ward of Queen Elizabeth, was the heiress to the Berain and Penymynydd estates in Denbighshire and Anglesey…”
“...The Cloughs lived for a time in Antwerp, where Katheryn's portrait was painted, probably by Adriaen van Cronenburgh, as the National Museum now suggests, or perhaps by Lucas de Heere, a previous attribution. Within six years of their marriage, Sir Richard Clough died in Hamburg aged forty. He was probably poisoned because of his work as a spy for Queen Elizabeth I…”
She is not mentioned in thepeerage as far as I can tell, although her first husband, Sir John Salusbury, has a super-terse article that makes no mention of his marriage, and, possibly, her last husband, Edward Thelwall that mentions his marriage to Sidney Wynn.