Not afraid? Of course, Katie was afraid. She was petrified to meet the person who was after her life, but she never showed it. Katie no longer wants to be seen as crumbly or weak in front of people. She covered her fear in such an indifferent manner that her fear no longer controlled her. And one way to avoid being suspected of being the red queen is to make herself a person all the citizens of Prussia fear and respect.
Katalina, the only granddaughter of Egon Oostven, is afraid of nothing and has excellent martial arts skills. She built her image like that.
Even if there were members of the kingdom and the Vangarians who were curious and wanted to meet her, they would not dare to come directly to Bayern, which was the Oostven tribe's territory.