Eh... the timeline doesn't quite add up for what you're implying. The Undermountain, and by extension Khor'Minos, were closed off while Kas was still in the Winter City fiddling with her portal. Calise would've had to have entered the mountain either before the quarantine at the start of the game or through the Smuggler's Cove, but if she had snuck in illicitly then there's no way she could brazenly accompany and lead the Minoan Chargers into battle, they would question where she came from, and when. I think the whole business with Katherine just has y'all paranoid.
I'd also point out that the local Demons are genuinely frustrated by Calise's fervent opposition impeding their progress, but admittedly that's less than sound logic considering the Cult is splintered and given the General's disrespectful attitude, she and hers more than likely belong to Tollus' faction.
Still doesn't make it less funny that Sanders is musing how nice it would be to meet and impart some wisdom to another Divine Champion all the while he's talking to one without realizing.