I somewhat doubt that anything will happen to Kait… at least, on the Swarm side. Have doubts anything would make her go over to them. But whether she will return to the COG after her journey is something I’m not entirely certain of.
As for what I meant with the whole Marcus thing, I do think he would want go after her first thing if something happened or she disappeared and Del was unable to find her before returning and informed the others. But whether that, and how JD chooses to go about it, is shown in 5 or 6, that’s another matter. But if Marcus chose to go out for her, he would also have the argument of the whole Locust relation not working out in favor of the humans if they ever captured Kait.
But I must mention I hate cliffhangers. Especially for a matter like this. I’d want a conclusion to this, even if it was that Kait just went off on her own completely and isolated herself from everyone, or joined another community of Outsiders. She’d probably rather kill herself than let herself be turned into some… thing by the Swarm, if they would even do that if she was captured, and unable to free herself before they did anything with her. Even if she freed herself the chances of making it out of a hive alone are… probably next to nothing.