Catherine's father and Madame Kolemine were first cousins so Catherine and she were first cousins once removed.
I make it first cousins once removed too, but I think Catherine was actually the first cousin to Alexandrine de Kolomine's mother...:-) Her father was Alexandrine's great-uncle.
The line via two brothers is:
Adam Rzewuski -- Catherine Radziwill
Henrik Rzewuski -- Marianne Rzewuska -- Alexandrine.
The relatively close relationship certainly raises some interesting questions about Catherine's attitude to the Hessians! (she regarded their father as completely stupid and disliked both Ella and Alix strongly, obviously).