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Not sure where you live, but currently in the US I'm pretty sure nobody would call a Katherine Kathy. If they shortened it without permission, it would be Katie or Kate. But no matter what, I'm very much a proponent of not caring if there's a common nickname you dislike for a name you like. In my experience people will call your child whatever you introduce them as, and they might otherwise ask if you use a nickname. (My son is Benjamin "Ben".) Spelling it Katharine would cause more issues than Katherine, but any Katherine is probably going to have to mention how her name is spelled because it could always be Catherine. Or Kathryn.

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I'm not a big fan of Anna. It's not bad, but it's so common and follows the soft, frilly -a trend. But I love Anne. It's so much fresher and sharper.