Shortly before Catherine Howard is arrested, she is practicing dancing with her ladies while a small band of court musicians plays in the back ground. As the Guards enter the chamber & the camera switches back to Catherines reaction, the small orchestra has abruptly vanished.
More than likely Catherine did not say that she died a queen, but would have rather died the wife of Culpeper. As is noted earlier she was stripped of the title Queen so she when she died she died Lady Catherine Howard and not Queen Catherine.
Anne Stanhope Seymour never cheated on her husband with his brother and did not have a son named Thomas.