IIRC you do not need Cloud to get Catastrophe, you may acquire it directly after you stop or allow the Shinra Train to crash into Corel.
Secondly, KOTR isnt hard to find, but it is annoying to get a gold chocobo.
IIRC
1. Find a Good and Great choc. raise them to Rank A I usually do Rank S
2. Breed w/ Carob Nut
3. Repeat process until you have both a Blue and Green choc. then raise those two to Rank A or Rank S
4. Breed w/ Carob Nut
5. Raise your new Black choc. to Rank A or Rank S and breed w/ a Wonderful Choc. at rank A or S. using a Zeio Nut
6. Take your Gold choc. to the Northern-right part of the world map and enter the cavern island.
Carob Nuts are dropped by the dino-looking creature directly outside Bone Village
Zeio Nuts are dropped by Goblins on the Goblin Island
I could be off on a few but thats basically the steps
I know Wonderful is found on the Northern Cont. near Icicle village
Great I think is found near Gold Saucer and Costa De Sol
Good? I dont remember.