Lady Catherine Gordon taken prisoner and brought before Henry VII at St. Michaels Mount, Cornwall, England after his forces routed Warbeck's Cornish army at Exeter in 1497. Lady Catherine Gordon, c.?1474 1537. Scottish noblewoman and wife of Yorkist pretender, Perkin Warbeck. After her imprisonment by King Henry VII of England, she became a favoured lady-in-waiting of his wife, Elizabeth of York. From The Century Edition of Cassell's History of England, published 1901.