Why do you guys think Katja shot herself? I personally think she wasn't happy with what her husband had turned into. Kenny's personality shifted from being pretty nice in Episode 1 to "I'll do whatever is necessary, good or bad, to protect my family" in Episode 2 and 3. (Kind of ironic how that never helped him in the end.) I think she was emotionally exhausted and Duck was the only "normal" thing she had left in the world.
When Kenny and Katja are going to go say goodbye to Duck and Kat kills herself, how did she get the gun?
I repeated several times, "I'll do it guys. No parent should have to live through that." They then walk away to say goodbye to Duck, and then you follow them to find out that Katja shot herself.
What's weird is Kenny says "She couldn't do it!" or something like that, as if the game thought I said that she should shoot him. AFAIK Katja never had a gun before. (She's supposedly "against them" and would have used one by now if she had one, I'd think.)
So either she hid one somewhere or, for whatever reason, she asked Kenny for one.