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Is the catalog part of the depot?

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Answers
No. The depot contains only ephemeral copies of data from communal storage.
There are, however, other important usage of local attached storage. Please consult the documentation here:
https://www.vertica.com/docs/9.3.x/HTML/Content/Authoring/AdministratorsGuide/StorageLocations/AddingStorageLocations.htm?zoom_highlight=eon nodes
In addition to what Dave said, the catalog is in memory during run-time. Persisted to local storage, and also written to the shared storage at opportune times, to allow restarts.