Is the catalog part of the depot?

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.