Pergunta sobre o destino de Catelyn em “A Song of Ice and Fire”

She captures Brienne and hangs her after the Red Wedding. It is, so far, the last we know of what happens to Catelyn.

Se isso qualifica Catelyn como morto-vivo ou não, depende do que um significa "morto-vivo". Se "morto-vivo" significa que ela é um zumbi sem mente semelhante aos criados pelos Caminhantes Brancos, então provavelmente não. Se, no entanto, é algo mais parecido com Beric Dondarrion, então sim.

That said, as Beric puts it, you lose something every time you are brought back. Dying and coming back as a lesser version of oneself could fairly safely be described as being undead.

Confira o último capítulo em A Storm of Swords também.

Ela foi "ressuscitada" por Lord Beric Dondarrion depois que a Irmandade sem Banners a encontrou em um rio quando ela morreu por três dias. Ela se levantou novamente como Lady Stoneheart.

Her face, Brienne thought. Her face was so strong and handsome, her skin so smooth and soft. "Lady Catelyn?" Tears filled her eyes. "They said... they said that you were dead."
"She is," said Thoros of Myr. "The Freys slashed her throat from ear to ear. When we found her by the river she was three days dead. Harwin begged me to give her the kiss of life, but it had been too long. I would not do it, so Lord Beric put his lips to hers instead, and the flame of life passed from him to her. And... she rose. May the Lord of Light protect us. She rose."
_{A Feast for Crows, Brienne VIII}

Quanto a se ela é morta-viva, a resposta parece ser sim, como George R. R. Martin explica em uma entrevista.

In my version of the story, Catelyn Stark is re-imbued with a kind of life and becomes this vengeful wight who galvanizes a group of people around her and is trying to exact her revenge on the riverlands.
...
Right. And poor Beric Dondarrion, who was set up as the foreshadowing of all this, every time he’s a little less Beric. His memories are fading, he’s got all these scars, he’s becoming more and more physically hideous, because he’s not a living human being anymore. His heart isn’t beating, his blood isn’t flowing in his veins, he’s a wight, but a wight animated by fire instead of by ice, now we’re getting back to the whole fire and ice thing.
_{Time, George R. R. Martin on the One Game of Thrones Change He 'Argued Against}