Katherine was on edge, she had been that way for way since she received a second note earlier. She couldn't stop looking behind, having this gnawing feeling that someone was watching her. So her actual father knew where she was... he knew who she was, where she worked and where she lived. That felt creepy beyond doubt. And there was no mistaking it this time. It wasn't a mistake, it couldn't even be a prank, the second letter has way too many details to be a prank.
She felt helpless and afraid, who could she tell? The last time she met with Devon a few days ago he wouldn't stop talking about how glad he was that they were moving on in their relationship. And that he was glad she was moving on from her father, because he didn't deserve her.