Their first child, Mary, was born at the home of her brother, Thomas Thynne, 1st Viscount Weymouth, in Staffordshire.
After the birth of a son in 1694, Katherine became seriously ill after childbirth so she took a cure in Bath and then stayed in London until her health was restored.
Her husband was a long-serving Knight of the Shire for Westmorland in the House of Commons and he became Lord High Treasurer for several months in 1690.
Barbara had secretly married the Catholic Thomas Howard of Corby Castle in 1705.
This necessitated a difficult series of negotiations over the property rights of the bride and her children, which took till September 1706 to complete.