She's Frank Agnew's love interest - a prostitute - and even though Frank's belief, fueled by Joe Geddes, that McCann killed her led to Frank's killing of McCann, we now learn through a series of flashbacks that actually Geddes couldn't bring himself to follow McCann's order that he kill Katia. Instead, Geddes took Katia over the bridge between Detroit and Windsor, Ontario, and set her loose there in Canada.
That US-Canadian bridge is clearly an important structure in this story, and made think that Low Winter Sun is in some ways The Bridge north. Both are excellent, dark, cop shows, each with its own flavor, and I welcome both of them.
The end of episode 1.3 has Frank driving over that bridge in search of Katia. Where he'll find the time for this search is not clear, since IA and his Lt. are both in different ways on his case to solve the McCann killing. It's a sweet situation for intense drama. As a commercial for the show puts it, Frank is put in charge of a case for which he's the killer.
An eye-witness is therefore the last thing that Frank and Joe need, and they do a great job of weakening the public-minded witness who does come forward. He saw a black man and a white man and a body in a car - uh oh - but fortunately didn't get too clear a look at anyone. Also fortunately for Frank and Joe, there are plenty of multi-racial partners in police work - we've come a long way on television since Robert Culp and Bill Cosby in I Spy - so this witness is not as devastating a problem as he might have been 50 years ago. Still, his testimony is a little too close for comfort, so he needs to be handled with Frank and Joe's customary kid gloves, which is to say a mix of compassion and badger.
The biggest threat to Frank and Joe is Dani. She has a head on her shoulders, an eye for the unusual, and is not likely to be talked of what she sees and comes to understand. And the biggest threat to Frank of course is Joe. That's on top of IA and the Lt., and what makes this such a good, taut drama.
See also Low Winter Sun 1.1-2: High Hopes