There is currently a bug with Katarina's E. I do not know since when this bug has been occurring, but it has become exceedingly obvious thanks to URF mode.

#Situation: Katarina is selected as a target for any targeted projectile, including ultimate abilities.

#Expected Outcome: Since Shunpo is a movement ability only and does NOT render Katarina untargetable, just like Flash, she is hit with the ability (but takes 15% reduced damage due to Shunpo)

The Bug:

Jokes aside, instead of being hit by the ability, the Shunpo is incorrectly removing her as its target WHILE IN FLIGHT despite that not being a function of the ability.

In URF mode, this is just an extreme annoyance in what's supposed to be a fun mode. But I'm sure this is game-breaking in Ranked, if you happen to have chosen a champion with targeted abilities to counter her. Though, granted, she'll usually be using Shunpo into a fight instead of out of one.