Its certainly possible, but I think you'd have that same issue later, they can film the sequence now to avoid keeping the act for Dondarion around for a whole season if they want to show the Resurrection but other than him they'll still have to deal with that huge time gap between when people last see Catelyn and when Zombie-Catelyn shows up again. I'd piecemeal it, even if I did film that sequence I'd stick it in at the end of S4E01 or 2, people won't need a reminder of her in E10 if she dies in 9, but there's that whole downtime between seasons and the first episode or two of a new season is always a better time for 'oh, yeah, that guy' reminder scenes then late season. That's just my guess, you can make valid reasons to include it in S3E10 and it won't surprise me if they do.

Sure, they can even filler in scenes of Thoros looking regretful or shoehorn in some references to the Bands activities in the exposition pieces where other characters chat about stuff they'd already know instead of showing them over and over doing not much. Maybe a scene of them coming across Catelyn's body and a few hints about the BoB under new management. Truth be told Cat isn't a favorite character of mine, book or series. Eddard and Sansa are the only Winterfell persons including Theon I've ever found interesting, though Sansa rather bored me until later material.