Fascinating! Thank you Thomas. So I have been looking at items from the Order of St Catherine for years without realising it!

Queen Ena's star of the Order was auctioned by Christie's in 2016

https://www.christies.com/features/A-rare-Imperial-Russian-order-7880-1.aspx

A small cross was sold by Christie's in 2007

https://www.christies.com/lotfinder/Lot/smaller-cross-of-the-order-of-st-4929711-details.aspx

And a full set of the insignia (belonging to Grand Duchess Militza Nikolaevna) was sold in 2007

https://www.christies.com/lotfinder/Lot/a-full-set-of-insignia-of-the-5002366-details.aspx