I was just thinking in Riverwood because i was thinking Kara is in Riverwood and i wanted Kara and Katherine to travel together for a while and i have a reason for both of them to be traveling in the same direction (+ for them to actually encounter each other) as well as for Katherine to go to Riverwood in the first place. But if you think that a dragon should come to the ruins of helgen and attack Katherine than so be it.